Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1317908.9267 | 1279303.5562 | 38605.3704 | 1715632.0899 | 1475002.4108 | 240629.6791 |
Total P&L (%) | 1317.9089 | 1279.3036 | 38.6054 | 1715.6321 | 1475.0024 | 240.6297 |
Avg Daily Profit (%) | 0.7217 | 0.7006 | 0.0211 | 0.1589 | 0.1511 | 0.0671 |
Buy And Hold Return (%) | 640.3443 | 640.3443 | 640.3443 | 640.3443 | 640.3443 | 640.3443 |
Max Trade Drawdown | -143449 | -87775 | -100541 | -1948095 | -1531570 | -1534729 |
Profit Factor | 2.6108 | 4.1804 | 1.0928 | 1.1765 | 1.314 | 1.0479 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 43.1694 | 42.8571 | 43.4783 | 43.1694 | 42.8571 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.437 | 5.5738 | 1.4207 | 1.5488 | 1.752 | 1.3623 |
Largest Winning Trade | 760985 | 760985 | 69989 | 1469619 | 1469619 | 793404 |
Largest Losing Trade | -41661 | -41661 | -31700 | -599963 | -421912 | -599963 |
Avg Bars in Trades | 117 | 122 | 113 | 117 | 122 | 113 |
Avg Bars in Winners | 176 | 176 | 175 | 176 | 176 | 175 |
Avg Bars in Losers | 73 | 81 | 65 | 73 | 81 | 65 |
Bars Traded | 21513 | 11108 | 10405 | 21513 | 11108 | 10405 |
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 | 333950 | 342644 | -451668 | -22650 | 34031 | -439722 |
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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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