Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1012105.4431 | 915661.5301 | 96443.913 | 5815612.8652 | 4915713.5083 | 899899.3569 |
Total P&L (%) | 1012.1054 | 915.6615 | 96.4439 | 5815.6129 | 4915.7135 | 899.8994 |
Avg Daily Profit (%) | 0.4046 | 0.3661 | 0.0386 | 0.1633 | 0.1567 | 0.0921 |
Buy And Hold Return (%) | 417.5459 | 417.5459 | 417.5459 | 417.5459 | 417.5459 | 417.5459 |
Max Trade Drawdown | -68278 | -46244 | -63596 | -8441689 | -5065911 | -6723564 |
Profit Factor | 2.2414 | 3.4741 | 1.2166 | 1.1113 | 1.1931 | 1.0336 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Losing Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Profitability (%) | 46.1187 | 47.2727 | 44.9541 | 46.1187 | 47.2727 | 44.9541 |
Ratio Avg Win / Avg Loss | 2.6187 | 3.875 | 1.4898 | 1.2984 | 1.3308 | 1.2656 |
Largest Winning Trade | 356671 | 356671 | 60390 | 5622654 | 5622654 | 3820984 |
Largest Losing Trade | -34509 | -34509 | -29903 | -3355154 | -2828782 | -3355154 |
Avg Bars in Trades | 44 | 38 | 50 | 44 | 38 | 50 |
Avg Bars in Winners | 67 | 55 | 80 | 67 | 55 | 80 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 9723 | 4217 | 5506 | 9723 | 4217 | 5506 |
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 | 346577 | 330397 | -309825 | -90701 | -1774 | -261238 |
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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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