Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796032.3473 | 679480.1255 | 116552.2218 | 2487924.5992 | 2168732.1062 | 319192.493 |
Total P&L (%) | 796.0323 | 679.4801 | 116.5522 | 2487.9246 | 2168.7321 | 319.1925 |
Avg Daily Profit (%) | 0.3821 | 0.3262 | 0.0559 | 0.1563 | 0.15 | 0.0688 |
Buy And Hold Return (%) | 137.1166 | 137.1166 | 137.1166 | 137.1166 | 137.1166 | 137.1166 |
Max Trade Drawdown | -153787 | -84262 | -220595 | -5316008 | -2321257 | -3844064 |
Profit Factor | 1.594 | 2.1079 | 1.1603 | 1.1263 | 1.2154 | 1.0331 |
Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
Winning Trades | 164 | 78 | 86 | 164 | 78 | 86 |
Losing Trades | 137 | 73 | 64 | 137 | 73 | 64 |
Profitability (%) | 54.4851 | 51.6556 | 57.3333 | 54.4851 | 51.6556 | 57.3333 |
Ratio Avg Win / Avg Loss | 1.3316 | 1.9728 | 0.8635 | 0.9409 | 1.1375 | 0.7688 |
Largest Winning Trade | 133296 | 133296 | 63897 | 2177297 | 2177297 | 925925 |
Largest Losing Trade | -44996 | -33868 | -44996 | -1592359 | -1033131 | -1592359 |
Avg Bars in Trades | 81 | 68 | 95 | 81 | 68 | 95 |
Avg Bars in Winners | 88 | 71 | 103 | 88 | 71 | 103 |
Avg Bars in Losers | 74 | 65 | 84 | 74 | 65 | 84 |
Bars Traded | 24668 | 10380 | 14287 | 24668 | 10380 | 14287 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462014 | 439271 | -328628 | -73472 | 272626 | -290324 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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