Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1477259.601 | 1406794.6378 | 70464.9632 | 2016009.2148 | 1126689.6268 | 889319.5881 |
Total P&L (%) | 1477.2596 | 1406.7946 | 70.465 | 2016.0092 | 1126.6896 | 889.3196 |
Avg Daily Profit (%) | 0.7827 | 0.7453 | 0.0373 | 0.1618 | 0.1329 | 0.1215 |
Buy And Hold Return (%) | 243.065 | 243.065 | 243.065 | 243.065 | 243.065 | 243.065 |
Max Trade Drawdown | -98716 | -99978 | -74588 | -2796910 | -1994524 | -1024409 |
Profit Factor | 2.9532 | 4.4748 | 1.2005 | 1.1615 | 1.1638 | 1.1587 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 94 | 38 | 56 | 94 | 38 | 56 |
Losing Trades | 163 | 90 | 73 | 163 | 90 | 73 |
Profitability (%) | 36.5759 | 29.6875 | 43.4109 | 36.5759 | 29.6875 | 43.4109 |
Ratio Avg Win / Avg Loss | 5.121 | 10.5982 | 1.5649 | 2.0141 | 2.7563 | 1.5105 |
Largest Winning Trade | 1124609 | 1124609 | 54697 | 1721816 | 1721816 | 969772 |
Largest Losing Trade | -19815 | -19815 | -15627 | -467759 | -375800 | -467759 |
Avg Bars in Trades | 28 | 25 | 32 | 28 | 25 | 32 |
Avg Bars in Winners | 57 | 61 | 54 | 57 | 61 | 54 |
Avg Bars in Losers | 12 | 10 | 15 | 12 | 10 | 15 |
Bars Traded | 7418 | 3246 | 4172 | 7418 | 3246 | 4172 |
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 | 519999 | 367504 | -310995 | -37628 | -65180 | -80500 |
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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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