Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883873.2871 | 713015.8124 | 170857.4747 | 8246457.5762 | 7392011.4486 | 854446.1277 |
Total P&L (%) | 883.8733 | 713.0158 | 170.8575 | 8246.4576 | 7392.0114 | 854.4461 |
Avg Daily Profit (%) | 0.4877 | 0.3934 | 0.0943 | 0.2444 | 0.2384 | 0.1245 |
Buy And Hold Return (%) | 283.4347 | 283.4347 | 283.4347 | 283.4347 | 283.4347 | 283.4347 |
Max Trade Drawdown | -83389 | -78908 | -60388 | -9203186 | -7500664 | -6168240 |
Profit Factor | 2.1552 | 2.9048 | 1.4372 | 1.195 | 1.352 | 1.0401 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Profitability (%) | 38.9189 | 36.9565 | 40.8602 | 38.9189 | 36.9565 | 40.8602 |
Ratio Avg Win / Avg Loss | 3.3825 | 4.9553 | 2.0802 | 1.8755 | 2.3064 | 1.5055 |
Largest Winning Trade | 269412 | 269412 | 53800 | 6999558 | 6999558 | 3637136 |
Largest Losing Trade | -23246 | -23246 | -19505 | -3203593 | -1639175 | -3203593 |
Avg Bars in Trades | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Winners | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Losers | 7 | 6 | 8 | 7 | 6 | 8 |
Bars Traded | 3361 | 1542 | 1820 | 3361 | 1542 | 1820 |
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 | 306990 | 237319 | -234445 | 15622 | 171933 | -208283 |
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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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