Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007420.6313 | 959620.9359 | 47799.6954 | 1146410.2528 | 1009672.133 | 136738.1198 |
Total P&L (%) | 1007.4206 | 959.6209 | 47.7997 | 1146.4103 | 1009.6721 | 136.7381 |
Avg Daily Profit (%) | 0.4837 | 0.4607 | 0.0229 | 0.1212 | 0.1156 | 0.0414 |
Buy And Hold Return (%) | 81.7121 | 81.7121 | 81.7121 | 81.7121 | 81.7121 | 81.7121 |
Max Trade Drawdown | -212618 | -149947 | -148148 | -12152544 | -9343245 | -3739245 |
Profit Factor | 1.8859 | 2.7582 | 1.0808 | 1.0341 | 1.0554 | 1.0089 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 79 | 34 | 45 | 79 | 34 | 45 |
Losing Trades | 151 | 81 | 70 | 151 | 81 | 70 |
Profitability (%) | 34.3478 | 29.5652 | 39.1304 | 34.3478 | 29.5652 | 39.1304 |
Ratio Avg Win / Avg Loss | 3.6048 | 6.571 | 1.6813 | 1.9766 | 2.5144 | 1.5694 |
Largest Winning Trade | 487440 | 487440 | 83348 | 7138581 | 7138581 | 1861164 |
Largest Losing Trade | -38416 | -21154 | -38416 | -2191603 | -2191603 | -1457952 |
Avg Bars in Trades | 106 | 93 | 119 | 106 | 93 | 119 |
Avg Bars in Winners | 211 | 187 | 229 | 211 | 187 | 229 |
Avg Bars in Losers | 51 | 54 | 48 | 51 | 54 | 48 |
Bars Traded | 24495 | 10792 | 13703 | 24495 | 10792 | 13703 |
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 | 329729 | 201135 | -462957 | -217575 | -206641 | -360815 |
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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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