Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1660509.9599 | 1614755.8922 | 45754.0677 | 2712587.4372 | 2502079.2302 | 210508.207 |
Total P&L (%) | 1660.51 | 1614.7559 | 45.7541 | 2712.5874 | 2502.0792 | 210.5082 |
Avg Daily Profit (%) | 0.9154 | 0.8902 | 0.0252 | 0.1841 | 0.1798 | 0.0625 |
Buy And Hold Return (%) | 544.8415 | 544.8415 | 544.8415 | 544.8415 | 544.8415 | 544.8415 |
Max Trade Drawdown | -157339 | -84003 | -122998 | -2046333 | -2144934 | -1232096 |
Profit Factor | 2.6991 | 4.2363 | 1.0957 | 1.2224 | 1.3555 | 1.0408 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 145 | 75 | 70 | 145 | 75 | 70 |
Profitability (%) | 37.7682 | 35.3448 | 40.1709 | 37.7682 | 35.3448 | 40.1709 |
Ratio Avg Win / Avg Loss | 4.4475 | 7.7493 | 1.6318 | 2.0142 | 2.4795 | 1.5502 |
Largest Winning Trade | 1100904 | 1100904 | 77288 | 2741274 | 2741274 | 602557 |
Largest Losing Trade | -35516 | -35516 | -29353 | -742687 | -742687 | -732632 |
Avg Bars in Trades | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Winners | 41 | 47 | 35 | 41 | 47 | 35 |
Avg Bars in Losers | 11 | 12 | 11 | 11 | 12 | 11 |
Bars Traded | 5348 | 2861 | 2487 | 5348 | 2861 | 2487 |
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 | 435136 | 420064 | -442932 | 144384 | 73299 | -453584 |
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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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