Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2194358.3981 | 2185534.1347 | 8824.2634 | 580950.9964 | 1084765.6736 | -503814.6773 |
Total P&L (%) | 2194.3584 | 2185.5341 | 8.8243 | 580.951 | 1084.7657 | -503.8147 |
Avg Daily Profit (%) | 1.0533 | 1.0491 | 0.0042 | 0.0921 | 0.1187 | 0 |
Buy And Hold Return (%) | 174.2364 | 174.2364 | 174.2364 | 174.2364 | 174.2364 | 174.2364 |
Max Trade Drawdown | -120091 | -78515 | -143070 | -1709354 | -967570 | -1296452 |
Profit Factor | 2.9237 | 5.3028 | 1.0139 | 1.0546 | 1.2157 | 0.9103 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 149 | 80 | 69 | 149 | 80 | 69 |
Losing Trades | 176 | 82 | 94 | 176 | 82 | 94 |
Profitability (%) | 45.8462 | 49.3827 | 42.3313 | 45.8462 | 49.3827 | 42.3313 |
Ratio Avg Win / Avg Loss | 3.4535 | 5.4354 | 1.3813 | 1.2457 | 1.246 | 1.2401 |
Largest Winning Trade | 2105943 | 2105943 | 51068 | 1689332 | 1689332 | 390051 |
Largest Losing Trade | -38228 | -31012 | -38228 | -513972 | -513972 | -485912 |
Avg Bars in Trades | 75 | 73 | 77 | 75 | 73 | 77 |
Avg Bars in Winners | 112 | 100 | 125 | 112 | 100 | 125 |
Avg Bars in Losers | 44 | 46 | 42 | 44 | 46 | 42 |
Bars Traded | 24541 | 11899 | 12642 | 24541 | 11899 | 12642 |
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 | 685898 | 772284 | -560807 | -232796 | -34968 | -581795 |
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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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