Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1142147.8492 | 992643.9478 | 149503.9014 | 5280941.9951 | 3790724.4556 | 1490217.5395 |
Total P&L (%) | 1142.1478 | 992.6439 | 149.5039 | 5280.942 | 3790.7245 | 1490.2175 |
Avg Daily Profit (%) | 0.5482 | 0.4765 | 0.0718 | 0.1915 | 0.1759 | 0.1329 |
Buy And Hold Return (%) | 81.336 | 81.336 | 81.336 | 81.336 | 81.336 | 81.336 |
Max Trade Drawdown | -153559 | -119395 | -192043 | -26938790 | -20213181 | -7256133 |
Profit Factor | 2.0021 | 2.8215 | 1.2513 | 1.0943 | 1.1239 | 1.0586 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 143 | 75 | 68 | 143 | 75 | 68 |
Profitability (%) | 37.2807 | 34.2105 | 40.3509 | 37.2807 | 34.2105 | 40.3509 |
Ratio Avg Win / Avg Loss | 3.3682 | 5.426 | 1.8498 | 1.841 | 2.1614 | 1.5649 |
Largest Winning Trade | 490592 | 490592 | 59543 | 17562235 | 17562235 | 5121491 |
Largest Losing Trade | -31335 | -22232 | -31335 | -5030963 | -5030963 | -4674189 |
Avg Bars in Trades | 107 | 102 | 112 | 107 | 102 | 112 |
Avg Bars in Winners | 189 | 186 | 192 | 189 | 186 | 192 |
Avg Bars in Losers | 58 | 59 | 57 | 58 | 59 | 57 |
Bars Traded | 24494 | 11709 | 12785 | 24494 | 11709 | 12785 |
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 | 398343 | 338217 | -108197 | -111498 | -81632 | -174181 |
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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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