Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726427.7544 | 645038.4178 | 81389.3366 | 2335342.5509 | 1332400.4203 | 1002942.1307 |
Total P&L (%) | 726.4278 | 645.0384 | 81.3893 | 2335.3426 | 1332.4004 | 1002.9421 |
Avg Daily Profit (%) | 0.3934 | 0.3493 | 0.0441 | 0.1731 | 0.1443 | 0.1301 |
Buy And Hold Return (%) | 69.7339 | 69.7339 | 69.7339 | 69.7339 | 69.7339 | 69.7339 |
Max Trade Drawdown | -124723 | -76238 | -231960 | -7827903 | -4402911 | -4225097 |
Profit Factor | 1.376 | 1.6734 | 1.0835 | 1.0618 | 1.0671 | 1.056 |
Total Trades | 621 | 311 | 310 | 621 | 311 | 310 |
Winning Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Losing Trades | 413 | 207 | 206 | 413 | 207 | 206 |
Profitability (%) | 33.4944 | 33.4405 | 33.5484 | 33.4944 | 33.4405 | 33.5484 |
Ratio Avg Win / Avg Loss | 2.7321 | 3.3307 | 2.1462 | 2.1083 | 2.124 | 2.0916 |
Largest Winning Trade | 95350 | 95350 | 48239 | 2124198 | 1938176 | 2124198 |
Largest Losing Trade | -26809 | -26079 | -26809 | -1052407 | -1052407 | -922399 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 34 | 34 | 35 | 34 | 34 | 35 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 10925 | 5374 | 5551 | 10925 | 5374 | 5551 |
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 | 304319 | 266142 | -380390 | -146496 | -150724 | -181834 |
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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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