Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641161.1148 | 483622.7648 | 157538.35 | 2211836.1893 | 2206892.4151 | 4943.7742 |
Total P&L (%) | 641.1611 | 483.6228 | 157.5384 | 2211.8362 | 2206.8924 | 4.9438 |
Avg Daily Profit (%) | 0.3389 | 0.2556 | 0.0833 | 0.1661 | 0.166 | 0.0026 |
Buy And Hold Return (%) | 23.9615 | 23.9615 | 23.9615 | 23.9615 | 23.9615 | 23.9615 |
Max Trade Drawdown | -87244 | -70498 | -108551 | -3160258 | -2070852 | -2675746 |
Profit Factor | 1.5393 | 1.8284 | 1.2604 | 1.1035 | 1.2154 | 1.0004 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 125 | 56 | 69 | 125 | 56 | 69 |
Losing Trades | 198 | 105 | 93 | 198 | 105 | 93 |
Profitability (%) | 38.6997 | 34.7826 | 42.5926 | 38.6997 | 34.7826 | 42.5926 |
Ratio Avg Win / Avg Loss | 2.4383 | 3.4283 | 1.6988 | 1.748 | 2.2789 | 1.3484 |
Largest Winning Trade | 102998 | 102998 | 37033 | 2220432 | 2220432 | 1023336 |
Largest Losing Trade | -55703 | -21691 | -55703 | -889692 | -481291 | -889692 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 28 | 32 | 25 | 28 | 32 | 25 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 5606 | 2871 | 2735 | 5606 | 2871 | 2735 |
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 | 340367 | 223684 | -83425 | -100237 | 110635 | -577532 |
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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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