Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719502.0481 | 670720.428 | 48781.6201 | 939890.9326 | 1856865.5319 | -916974.5993 |
Total P&L (%) | 719.502 | 670.7204 | 48.7816 | 939.8909 | 1856.8655 | -916.9746 |
Avg Daily Profit (%) | 0.3898 | 0.3634 | 0.0264 | 0.1269 | 0.1612 | 0 |
Buy And Hold Return (%) | 151.6793 | 151.6793 | 151.6793 | 151.6793 | 151.6793 | 151.6793 |
Max Trade Drawdown | -106905 | -74277 | -144982 | -3106945 | -1858411 | -2012898 |
Profit Factor | 1.6362 | 2.1412 | 1.0898 | 1.0844 | 1.3017 | 0.8158 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 112 | 53 | 59 | 112 | 53 | 59 |
Losing Trades | 162 | 84 | 78 | 162 | 84 | 78 |
Profitability (%) | 40.8759 | 38.6861 | 43.0657 | 40.8759 | 38.6861 | 43.0657 |
Ratio Avg Win / Avg Loss | 2.3667 | 3.3936 | 1.4408 | 1.5686 | 2.0631 | 1.0785 |
Largest Winning Trade | 191114 | 191114 | 71981 | 2649634 | 2649634 | 668777 |
Largest Losing Trade | -42828 | -26981 | -42828 | -798284 | -645371 | -798284 |
Avg Bars in Trades | 80 | 83 | 76 | 80 | 83 | 76 |
Avg Bars in Winners | 125 | 136 | 115 | 125 | 136 | 115 |
Avg Bars in Losers | 48 | 50 | 47 | 48 | 50 | 47 |
Bars Traded | 21941 | 11458 | 10483 | 21941 | 11458 | 10483 |
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 | 326942 | 254471 | -447975 | -152328 | 155558 | -581999 |
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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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