Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 924425.5822 | 797422.4091 | 127003.1732 | 5232369.914 | 4041966.0505 | 1190403.8635 |
Total P&L (%) | 924.4256 | 797.4224 | 127.0032 | 5232.3699 | 4041.9661 | 1190.4039 |
Avg Daily Profit (%) | 0.3688 | 0.3182 | 0.0507 | 0.1588 | 0.1487 | 0.1021 |
Buy And Hold Return (%) | 224.6297 | 224.6297 | 224.6297 | 224.6297 | 224.6297 | 224.6297 |
Max Trade Drawdown | -182339 | -156346 | -76767 | -7102595 | -5727430 | -2622513 |
Profit Factor | 1.9616 | 2.6077 | 1.2729 | 1.2331 | 1.3082 | 1.1275 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 98 | 44 | 54 | 98 | 44 | 54 |
Losing Trades | 141 | 75 | 66 | 141 | 75 | 66 |
Profitability (%) | 41.0042 | 36.9748 | 45 | 41.0042 | 36.9748 | 45 |
Ratio Avg Win / Avg Loss | 2.8223 | 4.445 | 1.5558 | 1.7742 | 2.2299 | 1.3781 |
Largest Winning Trade | 415380 | 415380 | 41874 | 3465741 | 3465741 | 1960932 |
Largest Losing Trade | -33730 | -30515 | -33730 | -1285554 | -1285554 | -894884 |
Avg Bars in Trades | 41 | 36 | 45 | 41 | 36 | 45 |
Avg Bars in Winners | 66 | 61 | 70 | 66 | 61 | 70 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 9814 | 4341 | 5473 | 9814 | 4341 | 5473 |
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 | 318226 | 219425 | -292167 | 224060 | 64954 | -139796 |
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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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