Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1034276.0969 | 910788.48 | 123487.6169 | 2822064.9471 | 1189631.7919 | 1632433.1552 |
Total P&L (%) | 1034.2761 | 910.7885 | 123.4876 | 2822.0649 | 1189.6318 | 1632.4332 |
Avg Daily Profit (%) | 0.4965 | 0.4372 | 0.0593 | 0.1621 | 0.1228 | 0.137 |
Buy And Hold Return (%) | 98.4586 | 98.4586 | 98.4586 | 98.4586 | 98.4586 | 98.4586 |
Max Trade Drawdown | -93977 | -88452 | -169285 | -6520298 | -5368739 | -1656197 |
Profit Factor | 1.9476 | 2.881 | 1.2033 | 1.1176 | 1.0919 | 1.1476 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 88 | 39 | 49 | 88 | 39 | 49 |
Losing Trades | 119 | 64 | 55 | 119 | 64 | 55 |
Profitability (%) | 42.5121 | 37.8641 | 47.1154 | 42.5121 | 37.8641 | 47.1154 |
Ratio Avg Win / Avg Loss | 2.6336 | 4.7279 | 1.3507 | 1.5113 | 1.7919 | 1.2881 |
Largest Winning Trade | 434154 | 434154 | 59933 | 4542791 | 4542791 | 1565810 |
Largest Losing Trade | -56353 | -21907 | -56353 | -1822229 | -1822229 | -1066417 |
Avg Bars in Trades | 119 | 111 | 126 | 119 | 111 | 126 |
Avg Bars in Winners | 182 | 171 | 191 | 182 | 171 | 191 |
Avg Bars in Losers | 71 | 75 | 67 | 71 | 75 | 67 |
Bars Traded | 24638 | 11517 | 13121 | 24638 | 11517 | 13121 |
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 | 447918 | 380380 | -202370 | -84182 | -151942 | -69269 |
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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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