Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1218940.952 | 1167170.9202 | 51770.0317 | 2021595.6688 | 1372192.5588 | 649403.11 |
Total P&L (%) | 1218.941 | 1167.1709 | 51.77 | 2021.5957 | 1372.1926 | 649.4031 |
Avg Daily Profit (%) | 0.5853 | 0.5604 | 0.0249 | 0.1468 | 0.1292 | 0.0968 |
Buy And Hold Return (%) | 440.4881 | 440.4881 | 440.4881 | 440.4881 | 440.4881 | 440.4881 |
Max Trade Drawdown | -129038 | -89758 | -172249 | -4779136 | -4375527 | -1732130 |
Profit Factor | 1.9517 | 3.0655 | 1.0723 | 1.0821 | 1.1108 | 1.0531 |
Total Trades | 423 | 212 | 211 | 423 | 212 | 211 |
Winning Trades | 184 | 84 | 100 | 184 | 84 | 100 |
Losing Trades | 239 | 128 | 111 | 239 | 128 | 111 |
Profitability (%) | 43.4988 | 39.6226 | 47.3934 | 43.4988 | 39.6226 | 47.3934 |
Ratio Avg Win / Avg Loss | 2.5351 | 4.6712 | 1.1903 | 1.4055 | 1.6926 | 1.1689 |
Largest Winning Trade | 874268 | 874268 | 46590 | 2490747 | 2490747 | 1073511 |
Largest Losing Trade | -26229 | -18875 | -26229 | -663535 | -621865 | -663535 |
Avg Bars in Trades | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Winners | 85 | 84 | 86 | 85 | 84 | 86 |
Avg Bars in Losers | 37 | 34 | 41 | 37 | 34 | 41 |
Bars Traded | 24732 | 11531 | 13201 | 24732 | 11531 | 13201 |
Profit Streak | 0 | 0 | 11.7103 | 0 | 0 | 11.7103 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410488 | 362546 | -466236 | -128941 | -124187 | -243615 |
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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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