Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1910533.3619 | 1824964.4279 | 85568.934 | 1333082.0987 | 648645.5787 | 684436.52 |
Total P&L (%) | 1910.5334 | 1824.9644 | 85.5689 | 1333.0821 | 648.6456 | 684.4365 |
Avg Daily Profit (%) | 1.0256 | 0.9797 | 0.0459 | 0.143 | 0.1081 | 0.1106 |
Buy And Hold Return (%) | 37.1308 | 37.1308 | 37.1308 | 37.1308 | 37.1308 | 37.1308 |
Max Trade Drawdown | -100527 | -90135 | -102347 | -2370447 | -1384034 | -1311253 |
Profit Factor | 3.3207 | 5.6087 | 1.2003 | 1.1169 | 1.1126 | 1.1213 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 92 | 40 | 52 | 92 | 40 | 52 |
Losing Trades | 157 | 85 | 72 | 157 | 85 | 72 |
Profitability (%) | 36.9478 | 32 | 41.9355 | 36.9478 | 32 | 41.9355 |
Ratio Avg Win / Avg Loss | 5.6668 | 11.9185 | 1.6619 | 1.906 | 2.3643 | 1.5526 |
Largest Winning Trade | 1758929 | 1758929 | 63737 | 1312872 | 1312872 | 689332 |
Largest Losing Trade | -43065 | -20146 | -43065 | -684282 | -323151 | -684282 |
Avg Bars in Trades | 43 | 34 | 52 | 43 | 34 | 52 |
Avg Bars in Winners | 83 | 69 | 94 | 83 | 69 | 94 |
Avg Bars in Losers | 20 | 18 | 21 | 20 | 18 | 21 |
Bars Traded | 10867 | 4366 | 6501 | 10867 | 4366 | 6501 |
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 | 573756 | 516273 | -139194 | -96283 | -150997 | -134227 |
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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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