Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1211470.0589 | 1121315.5094 | 90154.5495 | 3819061.617 | 3337712.3347 | 481349.2824 |
Total P&L (%) | 1211.4701 | 1121.3155 | 90.1545 | 3819.0616 | 3337.7123 | 481.3493 |
Avg Daily Profit (%) | 0.5817 | 0.5384 | 0.0433 | 0.1763 | 0.17 | 0.0846 |
Buy And Hold Return (%) | 454.3893 | 454.3893 | 454.3893 | 454.3893 | 454.3893 | 454.3893 |
Max Trade Drawdown | -157329 | -79546 | -130327 | -11186936 | -7166228 | -6980023 |
Profit Factor | 2.2694 | 3.4769 | 1.1797 | 1.0885 | 1.1472 | 1.0235 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 121 | 63 | 58 | 121 | 63 | 58 |
Profitability (%) | 42.654 | 40.566 | 44.7619 | 42.654 | 40.566 | 44.7619 |
Ratio Avg Win / Avg Loss | 3.0511 | 5.0941 | 1.4558 | 1.4634 | 1.6808 | 1.263 |
Largest Winning Trade | 735738 | 735738 | 50898 | 3840663 | 3840663 | 1945708 |
Largest Losing Trade | -55476 | -37069 | -55476 | -2382932 | -2382932 | -1604072 |
Avg Bars in Trades | 117 | 114 | 119 | 117 | 114 | 119 |
Avg Bars in Winners | 181 | 176 | 186 | 181 | 176 | 186 |
Avg Bars in Losers | 68 | 72 | 64 | 68 | 72 | 64 |
Bars Traded | 24695 | 12147 | 12548 | 24695 | 12147 | 12548 |
Profit Streak | 0 | 0 | 17.8907 | 0 | 0 | 17.8907 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376575 | 355305 | -325451 | -117144 | -53629 | -423832 |
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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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