Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1270449.4249 | 1203289.9309 | 67159.494 | 1592803.8841 | 1524900.8845 | 67902.9996 |
Total P&L (%) | 1270.4494 | 1203.2899 | 67.1595 | 1592.8039 | 1524.9009 | 67.903 |
Avg Daily Profit (%) | 0.6098 | 0.5776 | 0.0322 | 0.1359 | 0.1339 | 0.0249 |
Buy And Hold Return (%) | 467.9939 | 467.9939 | 467.9939 | 467.9939 | 467.9939 | 467.9939 |
Max Trade Drawdown | -121670 | -79273 | -144031 | -1439647 | -960244 | -1275475 |
Profit Factor | 2.2282 | 3.3549 | 1.1283 | 1.1607 | 1.3148 | 1.0134 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Profitability (%) | 41.048 | 39.4737 | 42.6087 | 41.048 | 39.4737 | 42.6087 |
Ratio Avg Win / Avg Loss | 3.2 | 5.1442 | 1.5197 | 1.6669 | 2.016 | 1.365 |
Largest Winning Trade | 939964 | 939964 | 51872 | 1336647 | 1336647 | 545871 |
Largest Losing Trade | -40993 | -28633 | -40993 | -694398 | -286219 | -694398 |
Avg Bars in Trades | 107 | 104 | 109 | 107 | 104 | 109 |
Avg Bars in Winners | 172 | 170 | 173 | 172 | 170 | 173 |
Avg Bars in Losers | 61 | 61 | 62 | 61 | 61 | 62 |
Bars Traded | 24562 | 11915 | 12647 | 24562 | 11915 | 12647 |
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 | 364806 | 354355 | -397013 | -58936 | -19770 | -534332 |
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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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