Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846752.502 | 695381.0658 | 151371.4361 | 5782881.5639 | 4782535.8635 | 1000345.7005 |
Total P&L (%) | 846.7525 | 695.3811 | 151.3714 | 5782.8816 | 4782.5359 | 1000.3457 |
Avg Daily Profit (%) | 0.4651 | 0.382 | 0.0831 | 0.2241 | 0.2138 | 0.1318 |
Buy And Hold Return (%) | 131.9488 | 131.9488 | 131.9488 | 131.9488 | 131.9488 | 131.9488 |
Max Trade Drawdown | -88388 | -79570 | -59596 | -10539354 | -8500603 | -4915744 |
Profit Factor | 2.004 | 2.6222 | 1.365 | 1.1607 | 1.2508 | 1.0591 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Losing Trades | 124 | 66 | 58 | 124 | 66 | 58 |
Profitability (%) | 38.3085 | 34 | 42.5743 | 38.3085 | 34 | 42.5743 |
Ratio Avg Win / Avg Loss | 3.2272 | 5.0902 | 1.8411 | 1.8692 | 2.428 | 1.4286 |
Largest Winning Trade | 272676 | 272676 | 52918 | 6705951 | 6705951 | 2849656 |
Largest Losing Trade | -20354 | -18870 | -20354 | -2958597 | -1470369 | -2958597 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 31 | 36 | 26 | 31 | 36 | 26 |
Avg Bars in Losers | 7 | 6 | 8 | 7 | 6 | 8 |
Bars Traded | 3359 | 1703 | 1657 | 3359 | 1703 | 1657 |
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 | 378233 | 259516 | -203228 | -37623 | 101447 | -175004 |
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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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