Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1310273.4409 | 1304147.9367 | 6125.5042 | 422951.795 | 108244.9548 | 314706.8402 |
Total P&L (%) | 1310.2734 | 1304.1479 | 6.1255 | 422.9518 | 108.245 | 314.7068 |
Avg Daily Profit (%) | 0.6291 | 0.6261 | 0.0029 | 0.0795 | 0.0352 | 0.0683 |
Buy And Hold Return (%) | 555.5038 | 555.5038 | 555.5038 | 555.5038 | 555.5038 | 555.5038 |
Max Trade Drawdown | -212777 | -221836 | -36868 | -13531955 | -13093708 | -858632 |
Profit Factor | 2.4969 | 2.8484 | 1.0361 | 1.0189 | 1.0056 | 1.1045 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 46.0993 | 44.2857 | 47.8873 | 46.0993 | 44.2857 | 47.8873 |
Ratio Avg Win / Avg Loss | 2.9194 | 3.5834 | 1.1275 | 1.1913 | 1.2651 | 1.202 |
Largest Winning Trade | 655093 | 655093 | 28520 | 5810083 | 5810083 | 920184 |
Largest Losing Trade | -62737 | -62737 | -23234 | -7844508 | -7844508 | -444173 |
Avg Bars in Trades | 170 | 319 | 23 | 170 | 319 | 23 |
Avg Bars in Winners | 184 | 362 | 22 | 184 | 362 | 22 |
Avg Bars in Losers | 157 | 284 | 24 | 157 | 284 | 24 |
Bars Traded | 24009 | 22339 | 1670 | 24009 | 22339 | 1670 |
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 | 389629 | -84133 | -623006 | -453517 | -622676 | -460540 |
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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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