Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823608.5063 | 727821.4595 | 95787.0468 | 4243911.2389 | 2573717.7047 | 1670193.5342 |
Total P&L (%) | 823.6085 | 727.8215 | 95.787 | 4243.9112 | 2573.7177 | 1670.1935 |
Avg Daily Profit (%) | 0.4455 | 0.3937 | 0.0518 | 0.2042 | 0.1779 | 0.1556 |
Buy And Hold Return (%) | 115.2094 | 115.2094 | 115.2094 | 115.2094 | 115.2094 | 115.2094 |
Max Trade Drawdown | -82834 | -58545 | -103723 | -5198886 | -3605745 | -3417168 |
Profit Factor | 2.2135 | 3.6187 | 1.239 | 1.2665 | 1.3363 | 1.2018 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Profitability (%) | 35.3333 | 36 | 34.6667 | 35.3333 | 36 | 34.6667 |
Ratio Avg Win / Avg Loss | 4.0511 | 6.4333 | 2.335 | 2.3179 | 2.3757 | 2.265 |
Largest Winning Trade | 288077 | 288077 | 74506 | 3086739 | 3086739 | 2611571 |
Largest Losing Trade | -26104 | -15346 | -26104 | -1052629 | -1003840 | -1052629 |
Avg Bars in Trades | 36 | 34 | 37 | 36 | 34 | 37 |
Avg Bars in Winners | 77 | 72 | 83 | 77 | 72 | 83 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 5403 | 2558 | 2844 | 5403 | 2558 | 2844 |
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 | 339507 | -46382 | -351597 | 149260 | -53136 | -54668 |
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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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