Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1780756.8768 | 1724275.968 | 56480.9088 | 2435238.618 | 1040842.5769 | 1394396.0411 |
Total P&L (%) | 1780.7569 | 1724.276 | 56.4809 | 2435.2386 | 1040.8426 | 1394.396 |
Avg Daily Profit (%) | 0.954 | 0.9237 | 0.0303 | 0.1733 | 0.1305 | 0.145 |
Buy And Hold Return (%) | 459.2692 | 459.2692 | 459.2692 | 459.2692 | 459.2692 | 459.2692 |
Max Trade Drawdown | -103232 | -110270 | -70485 | -4405676 | -5040317 | -2731739 |
Profit Factor | 3.1773 | 4.6953 | 1.1608 | 1.1057 | 1.0785 | 1.1424 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 188 | 96 | 92 | 188 | 96 | 92 |
Profitability (%) | 33.0961 | 31.9149 | 34.2857 | 33.0961 | 31.9149 | 34.2857 |
Ratio Avg Win / Avg Loss | 6.423 | 10.0167 | 2.2249 | 2.2351 | 2.3009 | 2.1895 |
Largest Winning Trade | 1156087 | 1156087 | 54614 | 4407206 | 4407206 | 1420753 |
Largest Losing Trade | -23254 | -23254 | -21048 | -1095452 | -955536 | -1095452 |
Avg Bars in Trades | 77 | 68 | 86 | 77 | 68 | 86 |
Avg Bars in Winners | 179 | 144 | 212 | 179 | 144 | 212 |
Avg Bars in Losers | 27 | 32 | 21 | 27 | 32 | 21 |
Bars Traded | 21807 | 9630 | 12177 | 21807 | 9630 | 12177 |
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 | 429721 | 402864 | -367076 | -101612 | -163739 | -71286 |
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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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