Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 866333.6434 | 758265.9481 | 108067.6954 | 6432764.8484 | 3070829.8398 | 3361935.0087 |
Total P&L (%) | 866.3336 | 758.2659 | 108.0677 | 6432.7648 | 3070.8298 | 3361.935 |
Avg Daily Profit (%) | 0.3461 | 0.3029 | 0.0432 | 0.1671 | 0.1382 | 0.1417 |
Buy And Hold Return (%) | 517.8082 | 517.8082 | 517.8082 | 517.8082 | 517.8082 | 517.8082 |
Max Trade Drawdown | -79076 | -67576 | -93907 | -6881100 | -5602975 | -3293457 |
Profit Factor | 1.7514 | 2.2787 | 1.193 | 1.2104 | 1.1774 | 1.2536 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Losing Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Profitability (%) | 48.8024 | 48.503 | 49.1018 | 48.8024 | 48.503 | 49.1018 |
Ratio Avg Win / Avg Loss | 1.8374 | 2.4194 | 1.2366 | 1.2698 | 1.25 | 1.2995 |
Largest Winning Trade | 250848 | 250848 | 47297 | 6527600 | 6527600 | 1782489 |
Largest Losing Trade | -27669 | -21581 | -27669 | -3060290 | -1395180 | -3060290 |
Avg Bars in Trades | 29 | 29 | 30 | 29 | 29 | 30 |
Avg Bars in Winners | 36 | 35 | 38 | 36 | 35 | 38 |
Avg Bars in Losers | 23 | 23 | 22 | 23 | 23 | 22 |
Bars Traded | 9901 | 4843 | 5058 | 9901 | 4843 | 5058 |
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 | 183500 | -8034 | -309283 | 318661 | -34251 | -4014 |
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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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