Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1268800.7306 | 1176393.274 | 92407.4566 | 4038328.1682 | 2210748.5653 | 1827579.6029 |
Total P&L (%) | 1268.8007 | 1176.3933 | 92.4075 | 4038.3282 | 2210.7486 | 1827.5796 |
Avg Daily Profit (%) | 0.5739 | 0.5321 | 0.0418 | 0.1685 | 0.1421 | 0.1339 |
Buy And Hold Return (%) | 180.8896 | 180.8896 | 180.8896 | 180.8896 | 180.8896 | 180.8896 |
Max Trade Drawdown | -78187 | -66069 | -90896 | -5054931 | -4300995 | -3092601 |
Profit Factor | 2.4461 | 3.6248 | 1.2153 | 1.1451 | 1.1445 | 1.1459 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Profitability (%) | 30.9524 | 30.4762 | 31.4286 | 30.9524 | 30.4762 | 31.4286 |
Ratio Avg Win / Avg Loss | 5.4566 | 8.269 | 2.6515 | 2.5544 | 2.6108 | 2.5 |
Largest Winning Trade | 840305 | 840305 | 50230 | 3368569 | 3368569 | 2789764 |
Largest Losing Trade | -38162 | -38162 | -25731 | -1717686 | -1717686 | -969916 |
Avg Bars in Trades | 20 | 21 | 18 | 20 | 21 | 18 |
Avg Bars in Winners | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Losers | 9 | 11 | 8 | 9 | 11 | 8 |
Bars Traded | 4256 | 2308 | 1948 | 4256 | 2308 | 1948 |
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 | 355097 | 350709 | -309400 | -58088 | -71000 | -80034 |
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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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