Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815849.1975 | 679939.5017 | 135909.6957 | 6503619.3393 | 3713853.0404 | 2789766.2989 |
Total P&L (%) | 815.8492 | 679.9395 | 135.9097 | 6503.6193 | 3713.853 | 2789.7663 |
Avg Daily Profit (%) | 0.3916 | 0.3264 | 0.0652 | 0.2013 | 0.1749 | 0.1616 |
Buy And Hold Return (%) | 184.8948 | 184.8948 | 184.8948 | 184.8948 | 184.8948 | 184.8948 |
Max Trade Drawdown | -86895 | -75559 | -120086 | -3213776 | -2382104 | -1762974 |
Profit Factor | 2.1408 | 2.7768 | 1.4088 | 1.4023 | 1.4116 | 1.3905 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 80 | 45 | 35 | 80 | 45 | 35 |
Profitability (%) | 48.3871 | 41.5584 | 55.1282 | 48.3871 | 41.5584 | 55.1282 |
Ratio Avg Win / Avg Loss | 2.2836 | 3.9048 | 1.1467 | 1.4958 | 1.9851 | 1.1318 |
Largest Winning Trade | 206550 | 206550 | 50760 | 1982540 | 1982540 | 1666654 |
Largest Losing Trade | -53797 | -27668 | -53797 | -1289137 | -1006530 | -1289137 |
Avg Bars in Trades | 158 | 160 | 156 | 158 | 160 | 156 |
Avg Bars in Winners | 228 | 268 | 198 | 228 | 268 | 198 |
Avg Bars in Losers | 93 | 84 | 105 | 93 | 84 | 105 |
Bars Traded | 24605 | 12395 | 12209 | 24605 | 12395 | 12209 |
Profit Streak | 14.3172 | 0 | 26.9838 | 14.3172 | 0 | 26.9838 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456119 | -33332 | -303631 | 343302 | -35540 | -24432 |
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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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