Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1116166.8876 | 1012239.8912 | 103926.9964 | 2777476.605 | 1072098.6036 | 1705378.0014 |
Total P&L (%) | 1116.1669 | 1012.2399 | 103.927 | 2777.4766 | 1072.0986 | 1705.378 |
Avg Daily Profit (%) | 0.5358 | 0.4859 | 0.0499 | 0.1614 | 0.1182 | 0.139 |
Buy And Hold Return (%) | 44.7574 | 44.7574 | 44.7574 | 44.7574 | 44.7574 | 44.7574 |
Max Trade Drawdown | -127850 | -103390 | -188764 | -1460207 | -1002035 | -1105403 |
Profit Factor | 2.185 | 3.3179 | 1.2057 | 1.2905 | 1.2212 | 1.3618 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 36.5517 | 31.9444 | 41.0959 | 36.5517 | 31.9444 | 41.0959 |
Ratio Avg Win / Avg Loss | 3.7928 | 7.0685 | 1.7282 | 2.2402 | 2.6017 | 1.9519 |
Largest Winning Trade | 361035 | 361035 | 66400 | 1387329 | 1387329 | 1257238 |
Largest Losing Trade | -48730 | -48730 | -37896 | -1104928 | -540318 | -1104928 |
Avg Bars in Trades | 169 | 161 | 178 | 169 | 161 | 178 |
Avg Bars in Winners | 304 | 307 | 302 | 304 | 307 | 302 |
Avg Bars in Losers | 92 | 92 | 91 | 92 | 92 | 91 |
Bars Traded | 24638 | 11625 | 13013 | 24638 | 11625 | 13013 |
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 | 367868 | -69655 | -205837 | 143952 | -120534 | -80933 |
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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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