Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937567.6913 | 828023.4278 | 109544.2635 | 5518274.8968 | 1823232.4881 | 3695042.4087 |
Total P&L (%) | 937.5677 | 828.0234 | 109.5443 | 5518.2749 | 1823.2325 | 3695.0424 |
Avg Daily Profit (%) | 0.502 | 0.4434 | 0.0587 | 0.216 | 0.1584 | 0.1949 |
Buy And Hold Return (%) | 475.1844 | 475.1844 | 475.1844 | 475.1844 | 475.1844 | 475.1844 |
Max Trade Drawdown | -139849 | -104677 | -164017 | -2087659 | -2774758 | -1173774 |
Profit Factor | 1.8901 | 2.5842 | 1.2064 | 1.396 | 1.2395 | 1.5843 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 112 | 48 | 64 | 112 | 48 | 64 |
Losing Trades | 153 | 85 | 68 | 153 | 85 | 68 |
Profitability (%) | 42.2642 | 36.0902 | 48.4848 | 42.2642 | 36.0902 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.582 | 4.5761 | 1.2818 | 1.907 | 2.195 | 1.6833 |
Largest Winning Trade | 211202 | 211202 | 49148 | 3162014 | 3162014 | 1543531 |
Largest Losing Trade | -35097 | -35097 | -33904 | -671728 | -671728 | -620298 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 21 | 24 | 19 | 21 | 24 | 19 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 3705 | 1970 | 1735 | 3705 | 1970 | 1735 |
Profit Streak | 0 | 0 | 5.8038 | 0 | 0 | 5.8038 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 208607 | 39857 | -280676 | 310011 | 29080 | 400028 |
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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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