Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 890244.1563 | 787368.0729 | 102876.0835 | 4197404.2105 | 786783.0272 | 3410621.1833 |
Total P&L (%) | 890.2442 | 787.3681 | 102.8761 | 4197.4042 | 786.783 | 3410.6212 |
Avg Daily Profit (%) | 0.4722 | 0.4176 | 0.0546 | 0.1996 | 0.1158 | 0.1889 |
Buy And Hold Return (%) | 314.3577 | 314.3577 | 314.3577 | 314.3577 | 314.3577 | 314.3577 |
Max Trade Drawdown | -123678 | -90078 | -140535 | -2762837 | -3263104 | -1125055 |
Profit Factor | 1.8904 | 2.6042 | 1.2021 | 1.3031 | 1.0978 | 1.5874 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 82 | 34 | 48 | 82 | 34 | 48 |
Losing Trades | 131 | 73 | 58 | 131 | 73 | 58 |
Profitability (%) | 38.4977 | 31.7757 | 45.283 | 38.4977 | 31.7757 | 45.283 |
Ratio Avg Win / Avg Loss | 3.0201 | 5.5913 | 1.4526 | 2.0817 | 2.3571 | 1.9181 |
Largest Winning Trade | 194597 | 194597 | 31863 | 3487255 | 3487255 | 1370011 |
Largest Losing Trade | -33904 | -27830 | -33904 | -1103724 | -1103724 | -535777 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 30 | 33 | 27 | 30 | 33 | 27 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 3737 | 1895 | 1842 | 3737 | 1895 | 1842 |
Profit Streak | 0 | 0 | 37.6171 | 0 | 0 | 37.6171 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 274020 | 152406 | -287632 | 222046 | -160425 | 345985 |
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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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