Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1368285.2136 | 1330350.107 | 37935.1066 | 822350.1027 | 1701988.5529 | -879638.4503 |
Total P&L (%) | 1368.2852 | 1330.3501 | 37.9351 | 822.3501 | 1701.9886 | -879.6385 |
Avg Daily Profit (%) | 0.6569 | 0.6386 | 0.0182 | 0.1067 | 0.1389 | 0 |
Buy And Hold Return (%) | 316.8421 | 316.8421 | 316.8421 | 316.8421 | 316.8421 | 316.8421 |
Max Trade Drawdown | -158538 | -117916 | -94442 | -7530774 | -3776268 | -5094567 |
Profit Factor | 2.1374 | 3.2036 | 1.0633 | 1.027 | 1.1155 | 0.9441 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Losing Trades | 178 | 87 | 91 | 178 | 87 | 91 |
Profitability (%) | 39.8649 | 41.2162 | 38.5135 | 39.8649 | 41.2162 | 38.5135 |
Ratio Avg Win / Avg Loss | 3.2242 | 4.5691 | 1.6975 | 1.5492 | 1.591 | 1.5072 |
Largest Winning Trade | 1105911 | 1105911 | 47554 | 3300587 | 3300587 | 1716572 |
Largest Losing Trade | -31982 | -21503 | -31982 | -2703479 | -787730 | -2703479 |
Avg Bars in Trades | 83 | 81 | 84 | 83 | 81 | 84 |
Avg Bars in Winners | 129 | 119 | 139 | 129 | 119 | 139 |
Avg Bars in Losers | 52 | 54 | 50 | 52 | 54 | 50 |
Bars Traded | 24658 | 12101 | 12557 | 24658 | 12101 | 12557 |
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 | 420314 | 442298 | -488718 | -245689 | -104214 | -582629 |
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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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