Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803732.6878 | 640419.911 | 163312.7768 | 6932338.8577 | 5131550.9358 | 1800787.9219 |
Total P&L (%) | 803.7327 | 640.4199 | 163.3128 | 6932.3389 | 5131.5509 | 1800.7879 |
Avg Daily Profit (%) | 0.3859 | 0.3075 | 0.0784 | 0.2044 | 0.1902 | 0.1415 |
Buy And Hold Return (%) | 106.171 | 106.171 | 106.171 | 106.171 | 106.171 | 106.171 |
Max Trade Drawdown | -152712 | -96610 | -62369 | -23736372 | -15159806 | -9227110 |
Profit Factor | 1.8126 | 2.2608 | 1.3395 | 1.0724 | 1.1077 | 1.0374 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 117 | 48 | 69 | 117 | 48 | 69 |
Losing Trades | 215 | 118 | 97 | 215 | 118 | 97 |
Profitability (%) | 35.241 | 28.9157 | 41.5663 | 35.241 | 28.9157 | 41.5663 |
Ratio Avg Win / Avg Loss | 3.3309 | 5.5578 | 1.883 | 1.9707 | 2.7231 | 1.4584 |
Largest Winning Trade | 225392 | 225392 | 39354 | 10514095 | 10514095 | 4082707 |
Largest Losing Trade | -17901 | -17901 | -17497 | -3625282 | -2566743 | -3625282 |
Avg Bars in Trades | 74 | 69 | 79 | 74 | 69 | 79 |
Avg Bars in Winners | 134 | 138 | 131 | 134 | 138 | 131 |
Avg Bars in Losers | 41 | 41 | 42 | 41 | 41 | 42 |
Bars Traded | 24738 | 11523 | 13215 | 24738 | 11523 | 13215 |
Profit Streak | 0 | 0 | 33.4456 | 0 | 0 | 33.4456 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326234 | 13394 | -99199 | -135693 | -105230 | -185471 |
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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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