Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2833095.4521 | 2714811.2964 | 118284.1557 | 5247549.7619 | 3543293.7333 | 1704256.0286 |
Total P&L (%) | 2833.0955 | 2714.8113 | 118.2842 | 5247.5498 | 3543.2937 | 1704.256 |
Avg Daily Profit (%) | 1.3603 | 1.3035 | 0.0568 | 0.1912 | 0.1728 | 0.139 |
Buy And Hold Return (%) | 424.8837 | 424.8837 | 424.8837 | 424.8837 | 424.8837 | 424.8837 |
Max Trade Drawdown | -164641 | -100845 | -121962 | -3504278 | -1837163 | -2860361 |
Profit Factor | 4.2625 | 7.5973 | 1.2589 | 1.2752 | 1.4271 | 1.1582 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Profitability (%) | 39.801 | 36 | 43.5644 | 39.801 | 36 | 43.5644 |
Ratio Avg Win / Avg Loss | 6.447 | 13.5064 | 1.6308 | 1.9287 | 2.537 | 1.5004 |
Largest Winning Trade | 2520185 | 2520185 | 50425 | 3451610 | 3451610 | 1777683 |
Largest Losing Trade | -54588 | -22259 | -54588 | -1632742 | -784726 | -1632742 |
Avg Bars in Trades | 122 | 121 | 123 | 122 | 121 | 123 |
Avg Bars in Winners | 200 | 204 | 196 | 200 | 204 | 196 |
Avg Bars in Losers | 70 | 73 | 66 | 70 | 73 | 66 |
Bars Traded | 24535 | 12101 | 12434 | 24535 | 12101 | 12434 |
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 | 639756 | 575722 | -284705 | 219322 | 145608 | -57452 |
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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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