Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1683467.4749 | 1615235.435 | 68232.0398 | 3097778.1781 | 2545194.5706 | 552583.6074 |
Total P&L (%) | 1683.4675 | 1615.2354 | 68.232 | 3097.7782 | 2545.1946 | 552.5836 |
Avg Daily Profit (%) | 0.8998 | 0.8633 | 0.0365 | 0.1854 | 0.1752 | 0.1003 |
Buy And Hold Return (%) | 519.0334 | 519.0334 | 519.0334 | 519.0334 | 519.0334 | 519.0334 |
Max Trade Drawdown | -80836 | -97470 | -94616 | -4030126 | -3880386 | -3639627 |
Profit Factor | 2.7891 | 4.3541 | 1.1485 | 1.102 | 1.1702 | 1.0358 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 138 | 64 | 74 | 138 | 64 | 74 |
Losing Trades | 167 | 89 | 78 | 167 | 89 | 78 |
Profitability (%) | 45.2459 | 41.8301 | 48.6842 | 45.2459 | 41.8301 | 48.6842 |
Ratio Avg Win / Avg Loss | 3.3752 | 6.055 | 1.2106 | 1.3335 | 1.6273 | 1.0918 |
Largest Winning Trade | 1156559 | 1156559 | 60678 | 3510931 | 3510931 | 1856758 |
Largest Losing Trade | -25603 | -25603 | -20346 | -1232887 | -803453 | -1232887 |
Avg Bars in Trades | 72 | 58 | 86 | 72 | 58 | 86 |
Avg Bars in Winners | 117 | 94 | 137 | 117 | 94 | 137 |
Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
Bars Traded | 22066 | 8904 | 13162 | 22066 | 8904 | 13162 |
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 | 555375 | 525588 | -367387 | -101411 | -28759 | -385716 |
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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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