Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1220190.7024 | 1165151.6464 | 55039.056 | 3141164.419 | 2993117.2127 | 148047.2063 |
Total P&L (%) | 1220.1907 | 1165.1516 | 55.0391 | 3141.1644 | 2993.1172 | 148.0472 |
Avg Daily Profit (%) | 0.673 | 0.6426 | 0.0304 | 0.192 | 0.1894 | 0.0501 |
Buy And Hold Return (%) | 505.3263 | 505.3263 | 505.3263 | 505.3263 | 505.3263 | 505.3263 |
Max Trade Drawdown | -120368 | -62893 | -87520 | -1949284 | -1291064 | -1394099 |
Profit Factor | 3.1512 | 5.4866 | 1.179 | 1.422 | 1.89 | 1.0363 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 36.646 | 32.5 | 40.7407 | 36.646 | 32.5 | 40.7407 |
Ratio Avg Win / Avg Loss | 5.4479 | 11.3953 | 1.7149 | 2.4584 | 3.9254 | 1.5073 |
Largest Winning Trade | 610716 | 610716 | 71662 | 2765470 | 2765470 | 1337013 |
Largest Losing Trade | -27675 | -15911 | -27675 | -473622 | -458925 | -473622 |
Avg Bars in Trades | 66 | 61 | 70 | 66 | 61 | 70 |
Avg Bars in Winners | 129 | 136 | 124 | 129 | 136 | 124 |
Avg Bars in Losers | 29 | 25 | 33 | 29 | 25 | 33 |
Bars Traded | 10628 | 4918 | 5710 | 10628 | 4918 | 5710 |
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 | 346600 | -11141 | -356208 | 181363 | -15446 | -486827 |
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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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