Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1423365.1893 | 1379188.5397 | 44176.6495 | 2811307.7862 | 2244465.0766 | 566842.7095 |
Total P&L (%) | 1423.3652 | 1379.1885 | 44.1767 | 2811.3078 | 2244.4651 | 566.8427 |
Avg Daily Profit (%) | 0.7857 | 0.7614 | 0.0244 | 0.1863 | 0.1743 | 0.1048 |
Buy And Hold Return (%) | 499.9317 | 499.9317 | 499.9317 | 499.9317 | 499.9317 | 499.9317 |
Max Trade Drawdown | -167473 | -108397 | -110887 | -2867802 | -2138916 | -1667080 |
Profit Factor | 2.6154 | 4.2761 | 1.096 | 1.2191 | 1.3356 | 1.0923 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 136 | 67 | 69 | 136 | 67 | 69 |
Profitability (%) | 32.6733 | 33.6634 | 31.6832 | 32.6733 | 33.6634 | 31.6832 |
Ratio Avg Win / Avg Loss | 5.3894 | 8.4265 | 2.3633 | 2.5121 | 2.632 | 2.3552 |
Largest Winning Trade | 899532 | 899532 | 75592 | 2206887 | 2206887 | 1171504 |
Largest Losing Trade | -31251 | -21326 | -31251 | -748271 | -748271 | -533441 |
Avg Bars in Trades | 35 | 31 | 38 | 35 | 31 | 38 |
Avg Bars in Winners | 80 | 72 | 89 | 80 | 72 | 89 |
Avg Bars in Losers | 13 | 11 | 15 | 13 | 11 | 15 |
Bars Traded | 7159 | 3227 | 3932 | 7159 | 3227 | 3932 |
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 | 327754 | 364898 | -447281 | 72813 | 29004 | -302142 |
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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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