Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 919623.0044 | 796210.8095 | 123412.1949 | 11275241.9308 | 10369768.752 | 905473.1788 |
Total P&L (%) | 919.623 | 796.2108 | 123.4122 | 11275.2419 | 10369.7688 | 905.4732 |
Avg Daily Profit (%) | 0.5042 | 0.4365 | 0.0677 | 0.2599 | 0.2553 | 0.1266 |
Buy And Hold Return (%) | 812.6685 | 812.6685 | 812.6685 | 812.6685 | 812.6685 | 812.6685 |
Max Trade Drawdown | -81257 | -92811 | -75099 | -7668462 | -7732677 | -5166657 |
Profit Factor | 1.9019 | 2.6032 | 1.236 | 1.2604 | 1.5121 | 1.0393 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Profitability (%) | 46.0251 | 45.3782 | 46.6667 | 46.0251 | 45.3782 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.2305 | 3.1335 | 1.4126 | 1.4781 | 1.8202 | 1.1878 |
Largest Winning Trade | 245769 | 245769 | 38354 | 4160549 | 4160549 | 3366862 |
Largest Losing Trade | -24945 | -20440 | -24945 | -1979446 | -1979446 | -1744435 |
Avg Bars in Trades | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Winners | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Losers | 7 | 6 | 8 | 7 | 6 | 8 |
Bars Traded | 3460 | 1584 | 1876 | 3460 | 1584 | 1876 |
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 | -110601 | -152511 | -269932 | 301466 | 332792 | -332382 |
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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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