Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842737.5021 | 742786.6705 | 99950.8317 | 7325900.4913 | 6401540.9547 | 924359.5365 |
Total P&L (%) | 842.7375 | 742.7867 | 99.9508 | 7325.9005 | 6401.541 | 924.3595 |
Avg Daily Profit (%) | 0.3803 | 0.3352 | 0.0451 | 0.1946 | 0.1886 | 0.1051 |
Buy And Hold Return (%) | 537.4052 | 537.4052 | 537.4052 | 537.4052 | 537.4052 | 537.4052 |
Max Trade Drawdown | -103926 | -55591 | -151233 | -5772122 | -3968206 | -3702995 |
Profit Factor | 1.5773 | 2.1095 | 1.1265 | 1.1433 | 1.2765 | 1.0331 |
Total Trades | 377 | 189 | 188 | 377 | 189 | 188 |
Winning Trades | 199 | 105 | 94 | 199 | 105 | 94 |
Losing Trades | 178 | 84 | 94 | 178 | 84 | 94 |
Profitability (%) | 52.7851 | 55.5556 | 50 | 52.7851 | 55.5556 | 50 |
Ratio Avg Win / Avg Loss | 1.4109 | 1.6876 | 1.1265 | 1.0227 | 1.0212 | 1.0331 |
Largest Winning Trade | 95713 | 95713 | 55663 | 2437686 | 1549595 | 2437686 |
Largest Losing Trade | -43231 | -28421 | -43231 | -2536788 | -1562925 | -2536788 |
Avg Bars in Trades | 34 | 29 | 40 | 34 | 29 | 40 |
Avg Bars in Winners | 34 | 26 | 44 | 34 | 26 | 44 |
Avg Bars in Losers | 34 | 32 | 35 | 34 | 32 | 35 |
Bars Traded | 13047 | 5486 | 7561 | 13047 | 5486 | 7561 |
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 | 141186 | -32242 | -379403 | -52571 | 335238 | -244810 |
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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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