Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086012.8197 | 1046130.257 | 39882.5627 | 1555445.112 | 1038420.2331 | 517024.8789 |
Total P&L (%) | 1086.0128 | 1046.1303 | 39.8826 | 1555.4451 | 1038.4202 | 517.0249 |
Avg Daily Profit (%) | 0.5787 | 0.5575 | 0.0213 | 0.1497 | 0.1297 | 0.097 |
Buy And Hold Return (%) | 543.5566 | 543.5566 | 543.5566 | 543.5566 | 543.5566 | 543.5566 |
Max Trade Drawdown | -100878 | -116693 | -110135 | -4937845 | -4982945 | -2462255 |
Profit Factor | 2.0976 | 3.0983 | 1.0813 | 1.059 | 1.0735 | 1.0422 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Profitability (%) | 48.8789 | 47.3214 | 50.4505 | 48.8789 | 47.3214 | 50.4505 |
Ratio Avg Win / Avg Loss | 2.1939 | 3.449 | 1.0619 | 1.1075 | 1.195 | 1.0236 |
Largest Winning Trade | 437303 | 437303 | 58591 | 4698334 | 4698334 | 1532086 |
Largest Losing Trade | -50737 | -29285 | -50737 | -2462255 | -1356540 | -2462255 |
Avg Bars in Trades | 32 | 28 | 37 | 32 | 28 | 37 |
Avg Bars in Winners | 45 | 34 | 55 | 45 | 34 | 55 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 7290 | 3164 | 4126 | 7290 | 3164 | 4126 |
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 | 327321 | 309646 | -461593 | -150979 | -167643 | -403100 |
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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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