Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373220.0384 | 1313131.1151 | 60088.9233 | 4268107.1268 | 3817903.6434 | 450203.4834 |
Total P&L (%) | 1373.22 | 1313.1311 | 60.0889 | 4268.1071 | 3817.9036 | 450.2035 |
Avg Daily Profit (%) | 0.757 | 0.7239 | 0.0331 | 0.2084 | 0.2024 | 0.094 |
Buy And Hold Return (%) | 496.9805 | 496.9805 | 496.9805 | 496.9805 | 496.9805 | 496.9805 |
Max Trade Drawdown | -195295 | -99112 | -128251 | -2511464 | -1004530 | -1612695 |
Profit Factor | 2.7191 | 4.9791 | 1.1282 | 1.3923 | 1.813 | 1.0728 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 166 | 82 | 84 | 166 | 82 | 84 |
Profitability (%) | 30.5439 | 31.0924 | 30 | 30.5439 | 31.0924 | 30 |
Ratio Avg Win / Avg Loss | 6.1832 | 11.0348 | 2.6324 | 3.166 | 4.018 | 2.5032 |
Largest Winning Trade | 813801 | 813801 | 76542 | 2355180 | 2355180 | 1766518 |
Largest Losing Trade | -23246 | -23246 | -16605 | -386174 | -349357 | -386174 |
Avg Bars in Trades | 14 | 9 | 20 | 14 | 9 | 20 |
Avg Bars in Winners | 39 | 22 | 57 | 39 | 22 | 57 |
Avg Bars in Losers | 4 | 3 | 5 | 4 | 3 | 5 |
Bars Traded | 3562 | 1087 | 2475 | 3562 | 1087 | 2475 |
Profit Streak | 0 | 11.8964 | 0 | 0 | 11.8964 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310572 | 366404 | -400572 | 137906 | 173148 | -380269 |
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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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