Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782667.4999 | 676128.515 | 106538.9849 | 2333211.3983 | 2100887.1216 | 232324.2767 |
Total P&L (%) | 782.6675 | 676.1285 | 106.539 | 2333.2114 | 2100.8871 | 232.3243 |
Avg Daily Profit (%) | 0.3123 | 0.2698 | 0.0425 | 0.1274 | 0.1234 | 0.0479 |
Buy And Hold Return (%) | 236.6361 | 236.6361 | 236.6361 | 236.6361 | 236.6361 | 236.6361 |
Max Trade Drawdown | -117827 | -90472 | -133743 | -612039 | -623278 | -504282 |
Profit Factor | 1.9954 | 2.6916 | 1.2756 | 1.5942 | 2.029 | 1.1233 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 56.9892 | 53.7634 | 60.2151 | 56.9892 | 53.7634 | 60.2151 |
Ratio Avg Win / Avg Loss | 1.506 | 2.3148 | 0.8428 | 1.2032 | 1.7449 | 0.7422 |
Largest Winning Trade | 374523 | 374523 | 50792 | 1301595 | 1301595 | 292515 |
Largest Losing Trade | -63695 | -35492 | -63695 | -353044 | -230951 | -353044 |
Avg Bars in Trades | 79 | 86 | 71 | 79 | 86 | 71 |
Avg Bars in Winners | 84 | 86 | 82 | 84 | 86 | 82 |
Avg Bars in Losers | 72 | 87 | 54 | 72 | 87 | 54 |
Bars Traded | 14754 | 8079 | 6675 | 14754 | 8079 | 6675 |
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 | 425914 | 385668 | -302620 | -18719 | -23788 | -380255 |
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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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