Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108421.2219 | 987365.0026 | 121056.2193 | 5733819.4744 | 5255192.7753 | 478626.6991 |
Total P&L (%) | 1108.4212 | 987.365 | 121.0562 | 5733.8195 | 5255.1928 | 478.6267 |
Avg Daily Profit (%) | 0.4974 | 0.4431 | 0.0543 | 0.1826 | 0.1788 | 0.0788 |
Buy And Hold Return (%) | 98.7792 | 98.7792 | 98.7792 | 98.7792 | 98.7792 | 98.7792 |
Max Trade Drawdown | -113719 | -66896 | -110794 | -6136302 | -3074047 | -5207102 |
Profit Factor | 2.225 | 3.3419 | 1.2505 | 1.177 | 1.3279 | 1.0292 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Losing Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Profitability (%) | 44.9438 | 48.3146 | 41.573 | 44.9438 | 48.3146 | 41.573 |
Ratio Avg Win / Avg Loss | 2.7256 | 3.575 | 1.7575 | 1.4418 | 1.4206 | 1.4465 |
Largest Winning Trade | 597225 | 597225 | 53805 | 3880668 | 3880668 | 2179740 |
Largest Losing Trade | -32519 | -30635 | -32519 | -2197769 | -1735971 | -2197769 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 54 | 47 | 63 | 54 | 47 | 63 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 6483 | 3058 | 3426 | 6483 | 3058 | 3426 |
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 | 496086 | 559208 | -218687 | -18958 | 257014 | -281148 |
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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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