Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1299919.4816 | 1233847.4677 | 66072.0139 | 4007996.6193 | 3849621.627 | 158374.9923 |
Total P&L (%) | 1299.9195 | 1233.8475 | 66.072 | 4007.9966 | 3849.6216 | 158.375 |
Avg Daily Profit (%) | 0.7176 | 0.6811 | 0.0365 | 0.2053 | 0.2031 | 0.0524 |
Buy And Hold Return (%) | 445.6376 | 445.6376 | 445.6376 | 445.6376 | 445.6376 | 445.6376 |
Max Trade Drawdown | -70966 | -54413 | -65526 | -3479903 | -3463678 | -2599279 |
Profit Factor | 2.6847 | 4.2189 | 1.1702 | 1.1639 | 1.3058 | 1.0133 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 70 | 28 | 42 | 70 | 28 | 42 |
Losing Trades | 135 | 74 | 61 | 135 | 74 | 61 |
Profitability (%) | 34.1463 | 27.451 | 40.7767 | 34.1463 | 27.451 | 40.7767 |
Ratio Avg Win / Avg Loss | 5.1776 | 11.15 | 1.6995 | 2.2447 | 3.451 | 1.4718 |
Largest Winning Trade | 703033 | 703033 | 75684 | 5596244 | 5596244 | 1607316 |
Largest Losing Trade | -26615 | -23892 | -26615 | -868609 | -868609 | -689147 |
Avg Bars in Trades | 52 | 46 | 57 | 52 | 46 | 57 |
Avg Bars in Winners | 108 | 111 | 107 | 108 | 111 | 107 |
Avg Bars in Losers | 22 | 22 | 23 | 22 | 22 | 23 |
Bars Traded | 10702 | 4760 | 5942 | 10702 | 4760 | 5942 |
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 | 335018 | -3239 | -346067 | -36141 | -9999 | -498409 |
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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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