Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852204.1021 | 712167.6318 | 140036.4703 | 5005474.5877 | 4013086.0305 | 992388.5572 |
Total P&L (%) | 852.2041 | 712.1676 | 140.0365 | 5005.4746 | 4013.086 | 992.3886 |
Avg Daily Profit (%) | 0.3409 | 0.2849 | 0.056 | 0.1574 | 0.1488 | 0.0957 |
Buy And Hold Return (%) | 118.4211 | 118.4211 | 118.4211 | 118.4211 | 118.4211 | 118.4211 |
Max Trade Drawdown | -117919 | -92997 | -72526 | -2619795 | -2084464 | -1906743 |
Profit Factor | 1.9896 | 2.5511 | 1.3484 | 1.3967 | 1.6197 | 1.1616 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 100 | 43 | 57 | 100 | 43 | 57 |
Losing Trades | 141 | 78 | 63 | 141 | 78 | 63 |
Profitability (%) | 41.4938 | 35.5372 | 47.5 | 41.4938 | 35.5372 | 47.5 |
Ratio Avg Win / Avg Loss | 2.8054 | 4.6276 | 1.4903 | 1.9694 | 2.938 | 1.2839 |
Largest Winning Trade | 383994 | 383994 | 37892 | 2153422 | 2153422 | 764388 |
Largest Losing Trade | -55710 | -19130 | -55710 | -1332403 | -525030 | -1332403 |
Avg Bars in Trades | 20 | 18 | 22 | 20 | 18 | 22 |
Avg Bars in Winners | 33 | 31 | 35 | 33 | 31 | 35 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 4936 | 2212 | 2724 | 4936 | 2212 | 2724 |
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 | 405106 | 266042 | -227660 | 276871 | 124986 | -108500 |
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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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