Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877517.8595 | 773608.6084 | 103909.2511 | 5023374.2466 | 4629993.9291 | 393380.3174 |
Total P&L (%) | 877.5179 | 773.6086 | 103.9093 | 5023.3742 | 4629.9939 | 393.3803 |
Avg Daily Profit (%) | 0.4212 | 0.3713 | 0.0499 | 0.1891 | 0.1853 | 0.0766 |
Buy And Hold Return (%) | 508.8657 | 508.8657 | 508.8657 | 508.8657 | 508.8657 | 508.8657 |
Max Trade Drawdown | -101282 | -100236 | -62034 | -3664049 | -2749174 | -1324558 |
Profit Factor | 2.0046 | 2.723 | 1.2448 | 1.3558 | 1.633 | 1.0578 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 133 | 55 | 78 | 133 | 55 | 78 |
Losing Trades | 177 | 100 | 77 | 177 | 100 | 77 |
Profitability (%) | 42.9032 | 35.4839 | 50.3226 | 42.9032 | 35.4839 | 50.3226 |
Ratio Avg Win / Avg Loss | 2.6678 | 4.9509 | 1.2288 | 1.8043 | 2.9691 | 1.0442 |
Largest Winning Trade | 412662 | 412662 | 29272 | 4403971 | 4403971 | 631862 |
Largest Losing Trade | -50820 | -15342 | -50820 | -1087634 | -699379 | -1087634 |
Avg Bars in Trades | 80 | 74 | 85 | 80 | 74 | 85 |
Avg Bars in Winners | 117 | 119 | 116 | 117 | 119 | 116 |
Avg Bars in Losers | 51 | 50 | 53 | 51 | 50 | 53 |
Bars Traded | 24802 | 11584 | 13217 | 24802 | 11584 | 13217 |
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 | 139429 | -778 | -292036 | 300311 | 202155 | -413031 |
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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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