Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1372294.7407 | 1283185.7502 | 89108.9905 | 2958140.5205 | 2414198.0693 | 543942.4512 |
Total P&L (%) | 1372.2947 | 1283.1858 | 89.109 | 2958.1405 | 2414.1981 | 543.9425 |
Avg Daily Profit (%) | 0.7536 | 0.7047 | 0.0489 | 0.188 | 0.1772 | 0.1023 |
Buy And Hold Return (%) | 628.785 | 628.785 | 628.785 | 628.785 | 628.785 | 628.785 |
Max Trade Drawdown | -97028 | -124019 | -55806 | -3851915 | -3096420 | -1819380 |
Profit Factor | 2.5993 | 3.5987 | 1.2446 | 1.1633 | 1.2286 | 1.072 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 123 | 55 | 68 | 123 | 55 | 68 |
Losing Trades | 174 | 93 | 81 | 174 | 93 | 81 |
Profitability (%) | 41.4141 | 37.1622 | 45.6376 | 41.4141 | 37.1622 | 45.6376 |
Ratio Avg Win / Avg Loss | 3.677 | 6.085 | 1.4825 | 1.6457 | 2.0775 | 1.277 |
Largest Winning Trade | 717901 | 717901 | 48314 | 3139586 | 3139586 | 764761 |
Largest Losing Trade | -34013 | -34013 | -15550 | -883777 | -883777 | -680515 |
Avg Bars in Trades | 17 | 24 | 9 | 17 | 24 | 9 |
Avg Bars in Winners | 26 | 43 | 12 | 26 | 43 | 12 |
Avg Bars in Losers | 10 | 13 | 7 | 10 | 13 | 7 |
Bars Traded | 5140 | 3687 | 1453 | 5140 | 3687 | 1453 |
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 | 379642 | 274466 | -295171 | -34930 | 48963 | -364623 |
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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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