Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1390497.66 | 1298413.0463 | 92084.6136 | 8625565.5058 | 6868525.7809 | 1757039.7249 |
Total P&L (%) | 1390.4977 | 1298.413 | 92.0846 | 8625.5655 | 6868.5258 | 1757.0397 |
Avg Daily Profit (%) | 0.7607 | 0.7103 | 0.0504 | 0.2448 | 0.2324 | 0.16 |
Buy And Hold Return (%) | 676.4172 | 676.4172 | 676.4172 | 676.4172 | 676.4172 | 676.4172 |
Max Trade Drawdown | -118376 | -75738 | -93382 | -2930174 | -3119769 | -2166624 |
Profit Factor | 2.9787 | 4.7603 | 1.2576 | 1.4933 | 1.7224 | 1.2202 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 40.6061 | 35.3659 | 45.7831 | 40.6061 | 35.3659 | 45.7831 |
Ratio Avg Win / Avg Loss | 4.3569 | 8.6998 | 1.4893 | 2.1842 | 3.1479 | 1.445 |
Largest Winning Trade | 738642 | 738642 | 76199 | 3408190 | 3408190 | 2553400 |
Largest Losing Trade | -28350 | -21278 | -28350 | -939569 | -923297 | -939569 |
Avg Bars in Trades | 21 | 21 | 22 | 21 | 21 | 22 |
Avg Bars in Winners | 39 | 42 | 37 | 39 | 42 | 37 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 3558 | 1731 | 1826 | 3558 | 1731 | 1826 |
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 | 341641 | 97983 | -293286 | 298279 | 61492 | 76642 |
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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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