Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1233662.3729 | 1161919.2205 | 71743.1524 | 2435190.1233 | 1099073.6999 | 1336116.4234 |
Total P&L (%) | 1233.6624 | 1161.9192 | 71.7432 | 2435.1901 | 1099.0737 | 1336.1164 |
Avg Daily Profit (%) | 0.6609 | 0.6225 | 0.0384 | 0.1733 | 0.1332 | 0.1428 |
Buy And Hold Return (%) | 379.7567 | 379.7567 | 379.7567 | 379.7567 | 379.7567 | 379.7567 |
Max Trade Drawdown | -89231 | -81460 | -113295 | -3143852 | -2209678 | -1348404 |
Profit Factor | 2.2288 | 3.412 | 1.1374 | 1.1595 | 1.1431 | 1.176 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 82 | 35 | 47 | 82 | 35 | 47 |
Losing Trades | 154 | 83 | 71 | 154 | 83 | 71 |
Profitability (%) | 34.7458 | 29.661 | 39.8305 | 34.7458 | 29.661 | 39.8305 |
Ratio Avg Win / Avg Loss | 4.1859 | 8.0914 | 1.7182 | 2.1775 | 2.7107 | 1.7766 |
Largest Winning Trade | 548521 | 548521 | 40517 | 2656206 | 2656206 | 1637531 |
Largest Losing Trade | -30303 | -22172 | -30303 | -977058 | -977058 | -609552 |
Avg Bars in Trades | 93 | 81 | 106 | 93 | 81 | 106 |
Avg Bars in Winners | 182 | 166 | 194 | 182 | 166 | 194 |
Avg Bars in Losers | 46 | 45 | 47 | 46 | 45 | 47 |
Bars Traded | 22136 | 9610 | 12526 | 22136 | 9610 | 12526 |
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 | 310731 | 201713 | -379826 | -41287 | -89573 | -34552 |
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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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