Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1333948.4611 | 1272363.734 | 61584.7271 | 3815318.5599 | 3644622.0111 | 170696.5488 |
Total P&L (%) | 1333.9485 | 1272.3637 | 61.5847 | 3815.3186 | 3644.622 | 170.6965 |
Avg Daily Profit (%) | 0.7319 | 0.6981 | 0.0338 | 0.2014 | 0.199 | 0.0547 |
Buy And Hold Return (%) | 806.3885 | 806.3885 | 806.3885 | 806.3885 | 806.3885 | 806.3885 |
Max Trade Drawdown | -108536 | -80078 | -73194 | -4792870 | -2985973 | -2787621 |
Profit Factor | 2.7088 | 3.9886 | 1.1735 | 1.1778 | 1.3051 | 1.0179 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 47.2727 | 45.122 | 49.3976 | 47.2727 | 45.122 | 49.3976 |
Ratio Avg Win / Avg Loss | 3.0214 | 4.851 | 1.2022 | 1.3137 | 1.5873 | 1.0428 |
Largest Winning Trade | 736029 | 736029 | 73517 | 2823633 | 2823633 | 1514747 |
Largest Losing Trade | -55371 | -55371 | -40052 | -1813331 | -1813331 | -1176878 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 27 | 35 | 20 | 27 | 35 | 20 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 3521 | 1985 | 1536 | 3521 | 1985 | 1536 |
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 | 311035 | 128451 | -343454 | -18437 | 51026 | -486796 |
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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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