Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832299.3305 | 674853.5891 | 157445.7414 | 10912416.6049 | 5199764.905 | 5712651.6999 |
Total P&L (%) | 832.2993 | 674.8536 | 157.4457 | 10912.4166 | 5199.7649 | 5712.6517 |
Avg Daily Profit (%) | 0.3995 | 0.3239 | 0.0756 | 0.2259 | 0.1908 | 0.1952 |
Buy And Hold Return (%) | 305.307 | 305.307 | 305.307 | 305.307 | 305.307 | 305.307 |
Max Trade Drawdown | -91360 | -87454 | -103197 | -9414818 | -7132827 | -3820633 |
Profit Factor | 1.8987 | 2.387 | 1.3581 | 1.2199 | 1.186 | 1.2635 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 130 | 69 | 61 | 130 | 69 | 61 |
Profitability (%) | 45.8333 | 42.5 | 49.1667 | 45.8333 | 42.5 | 49.1667 |
Ratio Avg Win / Avg Loss | 2.2439 | 3.2295 | 1.4042 | 1.4416 | 1.6046 | 1.3063 |
Largest Winning Trade | 149752 | 149752 | 46039 | 8102413 | 8102413 | 3886789 |
Largest Losing Trade | -25176 | -22909 | -25176 | -3206225 | -1958552 | -3206225 |
Avg Bars in Trades | 103 | 97 | 109 | 103 | 97 | 109 |
Avg Bars in Winners | 151 | 144 | 157 | 151 | 144 | 157 |
Avg Bars in Losers | 62 | 62 | 63 | 62 | 62 | 63 |
Bars Traded | 24831 | 11661 | 13170 | 24831 | 11661 | 13170 |
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 | 346624 | 180210 | -257939 | 269601 | -10015 | 262730 |
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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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