Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 789753.6338 | 673220.9704 | 116532.6634 | 6917173.4454 | 3625796.5693 | 3291376.8761 |
Total P&L (%) | 789.7536 | 673.221 | 116.5327 | 6917.1734 | 3625.7966 | 3291.3769 |
Avg Daily Profit (%) | 0.4881 | 0.4161 | 0.072 | 0.2631 | 0.2239 | 0.218 |
Buy And Hold Return (%) | 23.6782 | 23.6782 | 23.6782 | 23.6782 | 23.6782 | 23.6782 |
Max Trade Drawdown | -90724 | -71733 | -124391 | -4932748 | -3748420 | -4491359 |
Profit Factor | 1.7388 | 2.2565 | 1.2186 | 1.2038 | 1.1985 | 1.2101 |
Total Trades | 639 | 320 | 319 | 639 | 320 | 319 |
Winning Trades | 241 | 129 | 112 | 241 | 129 | 112 |
Losing Trades | 398 | 191 | 207 | 398 | 191 | 207 |
Profitability (%) | 37.7152 | 40.3125 | 35.1097 | 37.7152 | 40.3125 | 35.1097 |
Ratio Avg Win / Avg Loss | 2.8716 | 3.3411 | 2.2522 | 1.9881 | 1.7745 | 2.2365 |
Largest Winning Trade | 227326 | 227326 | 84247 | 3356417 | 3356417 | 1938186 |
Largest Losing Trade | -16126 | -14162 | -16126 | -884427 | -884427 | -787208 |
Avg Bars in Trades | 29 | 29 | 30 | 29 | 29 | 30 |
Avg Bars in Winners | 59 | 54 | 64 | 59 | 54 | 64 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 18948 | 9316 | 9632 | 18948 | 9316 | 9632 |
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 | 454861 | 425091 | -102159 | 288823 | 172180 | 149737 |
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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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