Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1272919.0809 | 1204352.3943 | 68566.6866 | 2857535.1849 | 2906163.474 | -48628.289 |
Total P&L (%) | 1272.9191 | 1204.3524 | 68.5667 | 2857.5352 | 2906.1635 | -48.6283 |
Avg Daily Profit (%) | 0.582 | 0.5506 | 0.0313 | 0.155 | 0.1557 | -0.0304 |
Buy And Hold Return (%) | 559.6357 | 559.6357 | 559.6357 | 559.6357 | 559.6357 | 559.6357 |
Max Trade Drawdown | -128354 | -69757 | -103319 | -1849460 | -1341566 | -1507428 |
Profit Factor | 2.6875 | 4.317 | 1.1753 | 1.2712 | 1.5299 | 0.9904 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 115 | 53 | 62 | 115 | 53 | 62 |
Losing Trades | 154 | 82 | 72 | 154 | 82 | 72 |
Profitability (%) | 42.7509 | 39.2593 | 46.2687 | 42.7509 | 39.2593 | 46.2687 |
Ratio Avg Win / Avg Loss | 3.5989 | 6.6791 | 1.3648 | 1.7023 | 2.3671 | 1.1501 |
Largest Winning Trade | 619624 | 619624 | 65717 | 3426264 | 3426264 | 750899 |
Largest Losing Trade | -71308 | -23430 | -71308 | -863857 | -863857 | -615729 |
Avg Bars in Trades | 47 | 41 | 54 | 47 | 41 | 54 |
Avg Bars in Winners | 73 | 73 | 73 | 73 | 73 | 73 |
Avg Bars in Losers | 28 | 20 | 37 | 28 | 20 | 37 |
Bars Traded | 12852 | 5589 | 7263 | 12852 | 5589 | 7263 |
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 | 358514 | 290875 | -346189 | 215906 | 168533 | -580761 |
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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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