Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 939625.5441 | 836748.8602 | 102876.6839 | 2689665.4973 | 1270230.3372 | 1419435.1601 |
Total P&L (%) | 939.6255 | 836.7489 | 102.8767 | 2689.6655 | 1270.2303 | 1419.4352 |
Avg Daily Profit (%) | 0.5089 | 0.4532 | 0.0557 | 0.1804 | 0.1419 | 0.1475 |
Buy And Hold Return (%) | 147.6761 | 147.6761 | 147.6761 | 147.6761 | 147.6761 | 147.6761 |
Max Trade Drawdown | -133070 | -118970 | -67109 | -2801443 | -2804706 | -1363837 |
Profit Factor | 1.7694 | 2.218 | 1.1925 | 1.1372 | 1.1148 | 1.1662 |
Total Trades | 394 | 197 | 197 | 394 | 197 | 197 |
Winning Trades | 145 | 64 | 81 | 145 | 64 | 81 |
Losing Trades | 249 | 133 | 116 | 249 | 133 | 116 |
Profitability (%) | 36.802 | 32.4873 | 41.1168 | 36.802 | 32.4873 | 41.1168 |
Ratio Avg Win / Avg Loss | 3.0384 | 4.6093 | 1.7078 | 1.9528 | 2.3166 | 1.6702 |
Largest Winning Trade | 263822 | 263822 | 59268 | 2232106 | 2232106 | 2063983 |
Largest Losing Trade | -22530 | -22530 | -22170 | -934228 | -934228 | -435068 |
Avg Bars in Trades | 27 | 34 | 20 | 27 | 34 | 20 |
Avg Bars in Winners | 58 | 83 | 38 | 58 | 83 | 38 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 10900 | 6789 | 4111 | 10900 | 6789 | 4111 |
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 | 389260 | 259145 | -294616 | -63444 | -102755 | -35026 |
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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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