Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1467748.2085 | 1381192.7661 | 86555.4424 | 3811233.3925 | 1545188.8914 | 2266044.5011 |
Total P&L (%) | 1467.7482 | 1381.1928 | 86.5554 | 3811.2334 | 1545.1889 | 2266.0445 |
Avg Daily Profit (%) | 0.7822 | 0.7361 | 0.0461 | 0.1956 | 0.1494 | 0.1688 |
Buy And Hold Return (%) | 554.0601 | 554.0601 | 554.0601 | 554.0601 | 554.0601 | 554.0601 |
Max Trade Drawdown | -182583 | -112120 | -143464 | -2772950 | -2575092 | -1679985 |
Profit Factor | 2.4998 | 3.7529 | 1.1815 | 1.2966 | 1.22 | 1.3891 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 83 | 35 | 48 | 83 | 35 | 48 |
Losing Trades | 115 | 64 | 51 | 115 | 64 | 51 |
Profitability (%) | 41.9192 | 35.3535 | 48.4848 | 41.9192 | 35.3535 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.4635 | 6.8624 | 1.2553 | 1.7965 | 2.2308 | 1.4759 |
Largest Winning Trade | 645379 | 645379 | 45726 | 3350942 | 3350942 | 992619 |
Largest Losing Trade | -33279 | -33279 | -26767 | -995852 | -760699 | -995852 |
Avg Bars in Trades | 111 | 125 | 97 | 111 | 125 | 97 |
Avg Bars in Winners | 148 | 184 | 122 | 148 | 184 | 122 |
Avg Bars in Losers | 85 | 93 | 74 | 85 | 93 | 74 |
Bars Traded | 22144 | 12451 | 9693 | 22144 | 12451 | 9693 |
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 | 440997 | 356798 | -318848 | 251558 | -1819 | 193581 |
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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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