Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838513.6247 | 709372.9287 | 129140.696 | 3134179.791 | 335201.8092 | 2798977.9818 |
Total P&L (%) | 838.5136 | 709.3729 | 129.1407 | 3134.1798 | 335.2018 | 2798.978 |
Avg Daily Profit (%) | 0.454 | 0.3841 | 0.0699 | 0.1884 | 0.0797 | 0.1825 |
Buy And Hold Return (%) | 10.4743 | 10.4743 | 10.4743 | 10.4743 | 10.4743 | 10.4743 |
Max Trade Drawdown | -119198 | -71327 | -105533 | -5041892 | -4163262 | -2152562 |
Profit Factor | 1.9558 | 2.7697 | 1.2711 | 1.1501 | 1.0327 | 1.2635 |
Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 219 | 111 | 108 | 219 | 111 | 108 |
Profitability (%) | 31.7757 | 31.0559 | 32.5 | 31.7757 | 31.0559 | 32.5 |
Ratio Avg Win / Avg Loss | 4.1993 | 6.1486 | 2.6399 | 2.4693 | 2.2925 | 2.6241 |
Largest Winning Trade | 326820 | 326820 | 48972 | 1714177 | 1714177 | 1482831 |
Largest Losing Trade | -21802 | -13841 | -21802 | -1226530 | -725277 | -1226530 |
Avg Bars in Trades | 67 | 59 | 74 | 67 | 59 | 74 |
Avg Bars in Winners | 159 | 142 | 176 | 159 | 142 | 176 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 21535 | 9626 | 11909 | 21535 | 9626 | 11909 |
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 | 306530 | 281418 | -105089 | -51795 | -277158 | 84117 |
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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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