Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761121.9171 | 646125.2383 | 114996.6787 | 3779636.5175 | 1508178.3019 | 2271458.2156 |
Total P&L (%) | 761.1219 | 646.1252 | 114.9967 | 3779.6365 | 1508.1783 | 2271.4582 |
Avg Daily Profit (%) | 0.4704 | 0.3993 | 0.0711 | 0.2264 | 0.1718 | 0.1959 |
Buy And Hold Return (%) | 27.277 | 27.277 | 27.277 | 27.277 | 27.277 | 27.277 |
Max Trade Drawdown | -72142 | -79162 | -147929 | -2717840 | -4136191 | -1460620 |
Profit Factor | 1.8648 | 2.6094 | 1.2402 | 1.3198 | 1.2182 | 1.4627 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Profitability (%) | 48.0226 | 49.4382 | 46.5909 | 48.0226 | 49.4382 | 46.5909 |
Ratio Avg Win / Avg Loss | 2.0183 | 2.6687 | 1.4217 | 1.4284 | 1.2459 | 1.6767 |
Largest Winning Trade | 192578 | 192578 | 81368 | 3087557 | 3087557 | 1132560 |
Largest Losing Trade | -35835 | -35835 | -27987 | -1660130 | -1660130 | -567014 |
Avg Bars in Trades | 107 | 70 | 145 | 107 | 70 | 145 |
Avg Bars in Winners | 140 | 76 | 209 | 140 | 76 | 209 |
Avg Bars in Losers | 77 | 64 | 90 | 77 | 64 | 90 |
Bars Traded | 19072 | 6265 | 12807 | 19072 | 6265 | 12807 |
Profit Streak | 0 | 0 | 508.8668 | 0 | 0 | 508.8668 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505662 | 510587 | -101414 | 310524 | 246466 | 328720 |
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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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