Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935511.3644 | 827606.8572 | 107904.5072 | 6134925.6099 | 3565639.2605 | 2569286.3493 |
Total P&L (%) | 935.5114 | 827.6069 | 107.9045 | 6134.9256 | 3565.6393 | 2569.2863 |
Avg Daily Profit (%) | 0.5061 | 0.4478 | 0.0584 | 0.2238 | 0.195 | 0.1779 |
Buy And Hold Return (%) | 145.9483 | 145.9483 | 145.9483 | 145.9483 | 145.9483 | 145.9483 |
Max Trade Drawdown | -128141 | -78080 | -113532 | -16472600 | -8781797 | -9367071 |
Profit Factor | 2.128 | 3.0142 | 1.2578 | 1.1603 | 1.1997 | 1.1259 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Profitability (%) | 35.2941 | 35.1064 | 35.4839 | 35.2941 | 35.1064 | 35.4839 |
Ratio Avg Win / Avg Loss | 3.9013 | 5.5718 | 2.287 | 2.1272 | 2.2176 | 2.047 |
Largest Winning Trade | 316163 | 316163 | 77329 | 6441045 | 5027933 | 6441045 |
Largest Losing Trade | -23795 | -17995 | -23795 | -2251997 | -1903774 | -2251997 |
Avg Bars in Trades | 29 | 28 | 29 | 29 | 28 | 29 |
Avg Bars in Winners | 63 | 60 | 66 | 63 | 60 | 66 |
Avg Bars in Losers | 10 | 11 | 8 | 10 | 11 | 8 |
Bars Traded | 5432 | 2700 | 2732 | 5432 | 2700 | 2732 |
Profit Streak | 0 | 0 | 34.5169 | 0 | 0 | 34.5169 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354459 | 331529 | -284939 | -39302 | 87070 | -78257 |
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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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