Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1102330.7584 | 989547.9089 | 112782.8495 | 4314205.3041 | 1720760.6955 | 2593444.6087 |
Total P&L (%) | 1102.3308 | 989.5479 | 112.7829 | 4314.2053 | 1720.7607 | 2593.4446 |
Avg Daily Profit (%) | 0.5838 | 0.524 | 0.0597 | 0.2008 | 0.1538 | 0.1746 |
Buy And Hold Return (%) | 309.3575 | 309.3575 | 309.3575 | 309.3575 | 309.3575 | 309.3575 |
Max Trade Drawdown | -102405 | -58938 | -88898 | -1731145 | -1333118 | -939670 |
Profit Factor | 3.57 | 5.7392 | 1.5124 | 1.5707 | 1.4027 | 1.7891 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 52.5 | 52.5 | 52.5 | 52.5 | 52.5 | 52.5 |
Ratio Avg Win / Avg Loss | 3.23 | 5.1926 | 1.3683 | 1.4211 | 1.2691 | 1.6187 |
Largest Winning Trade | 658258 | 658258 | 59082 | 1729128 | 1729128 | 1024940 |
Largest Losing Trade | -52516 | -24441 | -52516 | -963472 | -963472 | -743147 |
Avg Bars in Trades | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Winners | 44 | 33 | 56 | 44 | 33 | 56 |
Avg Bars in Losers | 21 | 25 | 16 | 21 | 25 | 16 |
Bars Traded | 5384 | 2368 | 3016 | 5384 | 2368 | 3016 |
Profit Streak | 0 | 54.0075 | 0 | 0 | 54.0075 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 598177 | -1662 | -296701 | 394020 | -10475 | -7920 |
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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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