Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698738.0734 | 603514.7287 | 95223.3447 | 2761934.9077 | 1664552.1704 | 1097382.7373 |
Total P&L (%) | 698.7381 | 603.5147 | 95.2233 | 2761.9349 | 1664.5522 | 1097.3827 |
Avg Daily Profit (%) | 0.3354 | 0.2897 | 0.0457 | 0.1611 | 0.1379 | 0.1192 |
Buy And Hold Return (%) | 122.5444 | 122.5444 | 122.5444 | 122.5444 | 122.5444 | 122.5444 |
Max Trade Drawdown | -104732 | -68564 | -170789 | -2091394 | -1436313 | -1028975 |
Profit Factor | 1.6374 | 2.1853 | 1.1622 | 1.1984 | 1.2403 | 1.157 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 149 | 67 | 82 | 149 | 67 | 82 |
Losing Trades | 193 | 104 | 89 | 193 | 104 | 89 |
Profitability (%) | 43.5673 | 39.1813 | 47.9532 | 43.5673 | 39.1813 | 47.9532 |
Ratio Avg Win / Avg Loss | 2.1209 | 3.3921 | 1.2614 | 1.5524 | 1.9252 | 1.2558 |
Largest Winning Trade | 157314 | 157314 | 49047 | 2080429 | 2080429 | 750148 |
Largest Losing Trade | -23465 | -15192 | -23465 | -617789 | -415591 | -617789 |
Avg Bars in Trades | 72 | 67 | 77 | 72 | 67 | 77 |
Avg Bars in Winners | 104 | 102 | 106 | 104 | 102 | 106 |
Avg Bars in Losers | 47 | 44 | 50 | 47 | 44 | 50 |
Bars Traded | 24721 | 11478 | 13244 | 24721 | 11478 | 13244 |
Profit Streak | 0 | 0 | 23.3847 | 0 | 0 | 23.3847 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385799 | 277016 | -339651 | 211194 | -11589 | -81155 |
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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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