Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1273239.6418 | 1199760.4531 | 73479.1887 | 3620267.1919 | 1402032.5284 | 2218234.6635 |
Total P&L (%) | 1273.2396 | 1199.7605 | 73.4792 | 3620.2672 | 1402.0325 | 2218.2347 |
Avg Daily Profit (%) | 0.6819 | 0.6426 | 0.0394 | 0.1939 | 0.1452 | 0.1685 |
Buy And Hold Return (%) | 532.0826 | 532.0826 | 532.0826 | 532.0826 | 532.0826 | 532.0826 |
Max Trade Drawdown | -106973 | -121401 | -69801 | -6683893 | -6566445 | -3021140 |
Profit Factor | 2.4491 | 3.7574 | 1.1657 | 1.0975 | 1.0751 | 1.1203 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 81 | 34 | 47 | 81 | 34 | 47 |
Losing Trades | 122 | 68 | 54 | 122 | 68 | 54 |
Profitability (%) | 39.9015 | 33.3333 | 46.5347 | 39.9015 | 33.3333 | 46.5347 |
Ratio Avg Win / Avg Loss | 3.6888 | 7.5148 | 1.3393 | 1.6531 | 2.1501 | 1.2871 |
Largest Winning Trade | 624234 | 624234 | 57693 | 6009309 | 6009309 | 2854241 |
Largest Losing Trade | -28721 | -22555 | -28721 | -2558137 | -1371604 | -2558137 |
Avg Bars in Trades | 54 | 41 | 66 | 54 | 41 | 66 |
Avg Bars in Winners | 90 | 70 | 104 | 90 | 70 | 104 |
Avg Bars in Losers | 30 | 27 | 33 | 30 | 27 | 33 |
Bars Traded | 11011 | 4268 | 6743 | 11011 | 4268 | 6743 |
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 | 348833 | 243006 | -346031 | -107137 | -145813 | -84143 |
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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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