Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1385368.2107 | 1357467.9085 | 27900.3022 | 851829.216 | 753188.8963 | 98640.3197 |
Total P&L (%) | 1385.3682 | 1357.4679 | 27.9003 | 851.8292 | 753.1889 | 98.6403 |
Avg Daily Profit (%) | 0.7348 | 0.72 | 0.0148 | 0.1196 | 0.1138 | 0.0364 |
Buy And Hold Return (%) | 242.1293 | 242.1293 | 242.1293 | 242.1293 | 242.1293 | 242.1293 |
Max Trade Drawdown | -119587 | -100273 | -106311 | -1450343 | -1203184 | -797940 |
Profit Factor | 2.7372 | 4.2895 | 1.0725 | 1.1107 | 1.1861 | 1.027 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Losing Trades | 128 | 69 | 59 | 128 | 69 | 59 |
Profitability (%) | 39.9061 | 34.9057 | 44.8598 | 39.9061 | 34.9057 | 44.8598 |
Ratio Avg Win / Avg Loss | 4.1219 | 7.9992 | 1.3183 | 1.6726 | 2.212 | 1.2624 |
Largest Winning Trade | 1074245 | 1074245 | 58416 | 1125982 | 1125982 | 529439 |
Largest Losing Trade | -31416 | -31416 | -18690 | -291510 | -291510 | -266593 |
Avg Bars in Trades | 34 | 30 | 39 | 34 | 30 | 39 |
Avg Bars in Winners | 64 | 61 | 67 | 64 | 61 | 67 |
Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
Bars Traded | 7419 | 3236 | 4183 | 7419 | 3236 | 4183 |
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 | 510093 | 456676 | -481888 | -136036 | -64510 | -503086 |
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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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