Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896417.9891 | 850401.9334 | 46016.0557 | 531909.8576 | 669264.614 | -137354.7564 |
Total P&L (%) | 896.418 | 850.4019 | 46.0161 | 531.9099 | 669.2646 | -137.3548 |
Avg Daily Profit (%) | 0.4304 | 0.4083 | 0.0221 | 0.0886 | 0.098 | 0 |
Buy And Hold Return (%) | 84.9699 | 84.9699 | 84.9699 | 84.9699 | 84.9699 | 84.9699 |
Max Trade Drawdown | -112678 | -116498 | -154458 | -1828157 | -1577168 | -1074962 |
Profit Factor | 1.7381 | 2.2991 | 1.0822 | 1.0438 | 1.0976 | 0.9739 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 115 | 54 | 61 | 115 | 54 | 61 |
Losing Trades | 154 | 81 | 73 | 154 | 81 | 73 |
Profitability (%) | 42.7509 | 40 | 45.5224 | 42.7509 | 40 | 45.5224 |
Ratio Avg Win / Avg Loss | 2.3275 | 3.4486 | 1.2951 | 1.3978 | 1.6463 | 1.1655 |
Largest Winning Trade | 391116 | 391116 | 56319 | 1475503 | 1475503 | 462270 |
Largest Losing Trade | -35394 | -34222 | -35394 | -662999 | -662999 | -422179 |
Avg Bars in Trades | 92 | 94 | 89 | 92 | 94 | 89 |
Avg Bars in Winners | 138 | 144 | 133 | 138 | 144 | 133 |
Avg Bars in Losers | 57 | 61 | 53 | 57 | 61 | 53 |
Bars Traded | 24802 | 12784 | 12018 | 24802 | 12784 | 12018 |
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 | 428044 | 363984 | -461188 | -248510 | -177892 | -581051 |
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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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