Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 730268.1927 | 610156.3641 | 120111.8286 | 4472441.1765 | 2421642.8721 | 2050798.3044 |
Total P&L (%) | 730.2682 | 610.1564 | 120.1118 | 4472.4412 | 2421.6429 | 2050.7983 |
Avg Daily Profit (%) | 0.3505 | 0.2929 | 0.0577 | 0.1837 | 0.155 | 0.1474 |
Buy And Hold Return (%) | 176.337 | 176.337 | 176.337 | 176.337 | 176.337 | 176.337 |
Max Trade Drawdown | -84249 | -50408 | -154793 | -3664545 | -3396598 | -2090158 |
Profit Factor | 1.799 | 2.3235 | 1.2652 | 1.2391 | 1.2432 | 1.2345 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 131 | 62 | 69 | 131 | 62 | 69 |
Losing Trades | 170 | 88 | 82 | 170 | 88 | 82 |
Profitability (%) | 43.5216 | 41.3333 | 45.6954 | 43.5216 | 41.3333 | 45.6954 |
Ratio Avg Win / Avg Loss | 2.3346 | 3.2979 | 1.5036 | 1.608 | 1.7645 | 1.4671 |
Largest Winning Trade | 170174 | 170174 | 51247 | 4460413 | 4460413 | 1506203 |
Largest Losing Trade | -46670 | -22719 | -46670 | -889806 | -889806 | -729796 |
Avg Bars in Trades | 81 | 79 | 84 | 81 | 79 | 84 |
Avg Bars in Winners | 134 | 135 | 132 | 134 | 135 | 132 |
Avg Bars in Losers | 41 | 39 | 43 | 41 | 39 | 43 |
Bars Traded | 24624 | 11900 | 12724 | 24624 | 11900 | 12724 |
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 | 349017 | 266910 | -282168 | 279932 | 193010 | 85678 |
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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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