Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915912.1653 | 764829.7233 | 151082.4419 | 6768171.3396 | 5891666.5247 | 876504.8149 |
Total P&L (%) | 915.9122 | 764.8297 | 151.0824 | 6768.1713 | 5891.6665 | 876.5048 |
Avg Daily Profit (%) | 0.3646 | 0.3045 | 0.0601 | 0.1685 | 0.1631 | 0.0908 |
Buy And Hold Return (%) | 222.7843 | 222.7843 | 222.7843 | 222.7843 | 222.7843 | 222.7843 |
Max Trade Drawdown | -67547 | -57377 | -68406 | -2610117 | -1829947 | -1548161 |
Profit Factor | 2.0706 | 2.6942 | 1.3739 | 1.5687 | 2.0606 | 1.1381 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 46.9274 | 42.6966 | 51.1111 | 46.9274 | 42.6966 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.3418 | 3.6159 | 1.3142 | 1.7741 | 2.7655 | 1.0886 |
Largest Winning Trade | 390993 | 390993 | 34913 | 4064395 | 4064395 | 1483474 |
Largest Losing Trade | -54245 | -23077 | -54245 | -979168 | -760040 | -979168 |
Avg Bars in Trades | 41 | 42 | 39 | 41 | 42 | 39 |
Avg Bars in Winners | 55 | 61 | 51 | 55 | 61 | 51 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 7395 | 3816 | 3579 | 7395 | 3816 | 3579 |
Profit Streak | 0 | 52.4558 | 0 | 0 | 52.4558 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396015 | 315042 | -278026 | 372525 | 325658 | -142445 |
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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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