Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2574160.9152 | 2486579.9548 | 87580.9604 | 1485961.2103 | 1333873.0242 | 152088.1861 |
Total P&L (%) | 2574.1609 | 2486.58 | 87.581 | 1485.9612 | 1333.873 | 152.0882 |
Avg Daily Profit (%) | 1.3911 | 1.3437 | 0.0473 | 0.1495 | 0.144 | 0.05 |
Buy And Hold Return (%) | 210.604 | 210.604 | 210.604 | 210.604 | 210.604 | 210.604 |
Max Trade Drawdown | -170168 | -119749 | -122705 | -2650485 | -1338483 | -1677599 |
Profit Factor | 3.4593 | 5.6085 | 1.1727 | 1.1038 | 1.1877 | 1.0211 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 117 | 63 | 54 | 117 | 63 | 54 |
Profitability (%) | 42.9268 | 38.835 | 47.0588 | 42.9268 | 38.835 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.5993 | 8.8334 | 1.3193 | 1.4675 | 1.8706 | 1.1487 |
Largest Winning Trade | 2243329 | 2243329 | 55521 | 1660482 | 1660482 | 1304840 |
Largest Losing Trade | -43338 | -35309 | -43338 | -785178 | -630605 | -785178 |
Avg Bars in Trades | 17 | 23 | 11 | 17 | 23 | 11 |
Avg Bars in Winners | 27 | 45 | 12 | 27 | 45 | 12 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 3628 | 2463 | 1165 | 3628 | 2463 | 1165 |
Profit Streak | 0 | 0 | 16.9957 | 0 | 0 | 16.9957 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 680247 | 631266 | -326617 | -100890 | -18154 | -489856 |
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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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