Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756216.0229 | 588246.9491 | 167969.0738 | 7617882.5432 | 4169751.6611 | 3448130.8821 |
Total P&L (%) | 756.216 | 588.2469 | 167.9691 | 7617.8825 | 4169.7517 | 3448.1309 |
Avg Daily Profit (%) | 0.4674 | 0.3636 | 0.1038 | 0.269 | 0.2323 | 0.2208 |
Buy And Hold Return (%) | 25.848 | 25.848 | 25.848 | 25.848 | 25.848 | 25.848 |
Max Trade Drawdown | -102517 | -124457 | -101563 | -3793182 | -2437309 | -4110654 |
Profit Factor | 1.7909 | 2.3093 | 1.3314 | 1.3347 | 1.3848 | 1.2891 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 122 | 65 | 57 | 122 | 65 | 57 |
Losing Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Profitability (%) | 53.2751 | 56.5217 | 50 | 53.2751 | 56.5217 | 50 |
Ratio Avg Win / Avg Loss | 1.5707 | 1.7764 | 1.3314 | 1.1706 | 1.0652 | 1.2891 |
Largest Winning Trade | 132829 | 132829 | 73081 | 1971991 | 1971991 | 1685366 |
Largest Losing Trade | -34245 | -33421 | -34245 | -2023976 | -2023976 | -1462254 |
Avg Bars in Trades | 83 | 64 | 101 | 83 | 64 | 101 |
Avg Bars in Winners | 89 | 65 | 116 | 89 | 65 | 116 |
Avg Bars in Losers | 76 | 63 | 87 | 76 | 63 | 87 |
Bars Traded | 19040 | 7419 | 11621 | 19040 | 7419 | 11621 |
Profit Streak | 0 | 0 | 556.1973 | 0 | 0 | 556.1973 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552336 | 519472 | -53330 | 379651 | 342466 | 336600 |
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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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