Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1090852.6517 | 976349.1807 | 114503.471 | 3009089.3041 | 1022096.8215 | 1986992.4826 |
Total P&L (%) | 1090.8527 | 976.3492 | 114.5035 | 3009.0893 | 1022.0968 | 1986.9925 |
Avg Daily Profit (%) | 0.5238 | 0.4688 | 0.055 | 0.1652 | 0.1162 | 0.146 |
Buy And Hold Return (%) | 76.0155 | 76.0155 | 76.0155 | 76.0155 | 76.0155 | 76.0155 |
Max Trade Drawdown | -119699 | -87984 | -171987 | -1870001 | -1501927 | -1285007 |
Profit Factor | 2.151 | 3.1457 | 1.2324 | 1.2631 | 1.179 | 1.347 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 32.8571 | 28.5714 | 37.1429 | 32.8571 | 28.5714 | 37.1429 |
Ratio Avg Win / Avg Loss | 4.3955 | 7.8642 | 2.0856 | 2.5812 | 2.9475 | 2.2796 |
Largest Winning Trade | 457135 | 457135 | 66352 | 1923195 | 1923195 | 1380960 |
Largest Losing Trade | -34364 | -34364 | -31107 | -1242577 | -552977 | -1242577 |
Avg Bars in Trades | 174 | 164 | 185 | 174 | 164 | 185 |
Avg Bars in Winners | 319 | 322 | 317 | 319 | 322 | 317 |
Avg Bars in Losers | 104 | 100 | 107 | 104 | 100 | 107 |
Bars Traded | 24483 | 11497 | 12987 | 24483 | 11497 | 12987 |
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 | 309624 | -92185 | -228357 | 86890 | -168559 | -95709 |
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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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