Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858580.6113 | 781021.3043 | 77559.3071 | 1041256.4805 | 1769580.4941 | -728324.0136 |
Total P&L (%) | 858.5806 | 781.0213 | 77.5593 | 1041.2565 | 1769.5805 | -728.324 |
Avg Daily Profit (%) | 0.3776 | 0.3435 | 0.0341 | 0.1071 | 0.1289 | 0 |
Buy And Hold Return (%) | 92.7242 | 92.7242 | 92.7242 | 92.7242 | 92.7242 | 92.7242 |
Max Trade Drawdown | -165196 | -124201 | -162399 | -2064618 | -1295183 | -1631065 |
Profit Factor | 1.6937 | 2.2408 | 1.1275 | 1.0961 | 1.3234 | 0.8643 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 94 | 39 | 55 | 94 | 39 | 55 |
Losing Trades | 167 | 92 | 75 | 167 | 92 | 75 |
Profitability (%) | 36.0153 | 29.771 | 42.3077 | 36.0153 | 29.771 | 42.3077 |
Ratio Avg Win / Avg Loss | 3.009 | 5.286 | 1.5375 | 1.9473 | 3.1218 | 1.1785 |
Largest Winning Trade | 396564 | 396564 | 46560 | 1783652 | 1783652 | 385065 |
Largest Losing Trade | -42855 | -24845 | -42855 | -382533 | -311588 | -382533 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 32 | 38 | 28 | 32 | 38 | 28 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4505 | 2296 | 2209 | 4505 | 2296 | 2209 |
Profit Streak | 0 | 0 | 26.0443 | 0 | 0 | 26.0443 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322893 | 173259 | -394637 | -167083 | -27959 | -581492 |
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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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