Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887347.165 | 765076.5128 | 122270.6522 | 3132920.456 | 2033237.6125 | 1099682.8435 |
Total P&L (%) | 887.3472 | 765.0765 | 122.2707 | 3132.9205 | 2033.2376 | 1099.6828 |
Avg Daily Profit (%) | 0.4798 | 0.4137 | 0.0661 | 0.1881 | 0.1656 | 0.1344 |
Buy And Hold Return (%) | 172.9829 | 172.9829 | 172.9829 | 172.9829 | 172.9829 | 172.9829 |
Max Trade Drawdown | -83281 | -99166 | -52924 | -1875118 | -1676103 | -1045031 |
Profit Factor | 2.2318 | 2.9157 | 1.3809 | 1.3972 | 1.4099 | 1.3757 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 53.2895 | 51.3158 | 55.2632 | 53.2895 | 51.3158 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.9562 | 2.7662 | 1.1179 | 1.2247 | 1.3376 | 1.1136 |
Largest Winning Trade | 496661 | 496661 | 30162 | 1906106 | 1906106 | 965476 |
Largest Losing Trade | -43100 | -26658 | -43100 | -971353 | -971353 | -683494 |
Avg Bars in Trades | 70 | 76 | 65 | 70 | 76 | 65 |
Avg Bars in Winners | 85 | 97 | 73 | 85 | 97 | 73 |
Avg Bars in Losers | 54 | 53 | 54 | 54 | 53 | 54 |
Bars Traded | 10755 | 5799 | 4957 | 10755 | 5799 | 4957 |
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 | 527504 | -35702 | -318349 | 354137 | -40788 | -61511 |
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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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