Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771990.8161 | 649330.56 | 122660.2561 | 5641642.99 | 3098466.3567 | 2543176.6333 |
Total P&L (%) | 771.9908 | 649.3306 | 122.6603 | 5641.643 | 3098.4664 | 2543.1766 |
Avg Daily Profit (%) | 0.3707 | 0.3118 | 0.0589 | 0.1947 | 0.1665 | 0.1574 |
Buy And Hold Return (%) | 283.0142 | 283.0142 | 283.0142 | 283.0142 | 283.0142 | 283.0142 |
Max Trade Drawdown | -47568 | -58861 | -149603 | -2549592 | -2354391 | -1713033 |
Profit Factor | 2.0445 | 2.8025 | 1.3238 | 1.3419 | 1.3409 | 1.3432 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 109 | 48 | 61 | 109 | 48 | 61 |
Losing Trades | 120 | 67 | 53 | 120 | 67 | 53 |
Profitability (%) | 47.5983 | 41.7391 | 53.5088 | 47.5983 | 41.7391 | 53.5088 |
Ratio Avg Win / Avg Loss | 2.2508 | 3.9118 | 1.1502 | 1.4774 | 1.8717 | 1.1671 |
Largest Winning Trade | 243332 | 243332 | 54540 | 3535971 | 3535971 | 1797526 |
Largest Losing Trade | -25014 | -24510 | -25014 | -1014593 | -805611 | -1014593 |
Avg Bars in Trades | 107 | 99 | 116 | 107 | 99 | 116 |
Avg Bars in Winners | 168 | 174 | 164 | 168 | 174 | 164 |
Avg Bars in Losers | 52 | 45 | 61 | 52 | 45 | 61 |
Bars Traded | 24698 | 11436 | 13262 | 24698 | 11436 | 13262 |
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 | 370591 | 214365 | -279617 | 309489 | 206481 | 296107 |
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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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