Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813091.3743 | 733891.9247 | 79199.4496 | 3114059.621 | 2013712.9335 | 1100346.6875 |
Total P&L (%) | 813.0914 | 733.8919 | 79.1995 | 3114.0596 | 2013.7129 | 1100.3467 |
Avg Daily Profit (%) | 0.3903 | 0.3523 | 0.038 | 0.1667 | 0.1466 | 0.1194 |
Buy And Hold Return (%) | 190.2689 | 190.2689 | 190.2689 | 190.2689 | 190.2689 | 190.2689 |
Max Trade Drawdown | -151333 | -113932 | -115977 | -5524242 | -3882470 | -3241171 |
Profit Factor | 1.6201 | 2.0908 | 1.124 | 1.0983 | 1.114 | 1.0785 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 149 | 70 | 79 | 149 | 70 | 79 |
Losing Trades | 225 | 117 | 108 | 225 | 117 | 108 |
Profitability (%) | 39.8396 | 37.4332 | 42.246 | 39.8396 | 37.4332 | 42.246 |
Ratio Avg Win / Avg Loss | 2.4464 | 3.4947 | 1.5367 | 1.6585 | 1.8619 | 1.4744 |
Largest Winning Trade | 230679 | 230679 | 58026 | 2735243 | 2735243 | 961820 |
Largest Losing Trade | -27586 | -27586 | -24297 | -1167411 | -1167411 | -920977 |
Avg Bars in Trades | 66 | 51 | 80 | 66 | 51 | 80 |
Avg Bars in Winners | 107 | 87 | 125 | 107 | 87 | 125 |
Avg Bars in Losers | 38 | 29 | 48 | 38 | 29 | 48 |
Bars Traded | 24708 | 9588 | 15120 | 24708 | 9588 | 15120 |
Profit Streak | 0 | 0 | 27.6725 | 0 | 0 | 27.6725 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315210 | 234074 | -391999 | -105568 | -95492 | -169386 |
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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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