Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1412134.7254 | 1347084.0234 | 65050.7021 | 3567775.0334 | 2548931.9649 | 1018843.0685 |
Total P&L (%) | 1412.1347 | 1347.084 | 65.0507 | 3567.775 | 2548.932 | 1018.8431 |
Avg Daily Profit (%) | 0.6389 | 0.6094 | 0.0294 | 0.1631 | 0.1484 | 0.1093 |
Buy And Hold Return (%) | 578.0594 | 578.0594 | 578.0594 | 578.0594 | 578.0594 | 578.0594 |
Max Trade Drawdown | -125656 | -73920 | -101163 | -6517023 | -4542461 | -4249834 |
Profit Factor | 2.3645 | 3.7947 | 1.1176 | 1.1169 | 1.1689 | 1.0661 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Losing Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Profitability (%) | 40.1826 | 40.9091 | 39.4495 | 40.1826 | 40.9091 | 39.4495 |
Ratio Avg Win / Avg Loss | 3.5198 | 5.4813 | 1.7155 | 1.6627 | 1.6884 | 1.6363 |
Largest Winning Trade | 1018028 | 1018028 | 46791 | 2027136 | 2027136 | 1637025 |
Largest Losing Trade | -39386 | -25967 | -39386 | -1525041 | -1252925 | -1525041 |
Avg Bars in Trades | 59 | 52 | 66 | 59 | 52 | 66 |
Avg Bars in Winners | 94 | 77 | 112 | 94 | 77 | 112 |
Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
Bars Traded | 13056 | 5827 | 7229 | 13056 | 5827 | 7229 |
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 | 348642 | 358741 | -413715 | -86303 | -33847 | -206231 |
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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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