Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627654.2981 | 475731.2482 | 151923.0499 | 1857711.6037 | 1509318.367 | 348393.2367 |
Total P&L (%) | 627.6543 | 475.7312 | 151.9231 | 1857.7116 | 1509.3184 | 348.3932 |
Avg Daily Profit (%) | 0.3309 | 0.2508 | 0.0801 | 0.1569 | 0.1466 | 0.0791 |
Buy And Hold Return (%) | 14.4377 | 14.4377 | 14.4377 | 14.4377 | 14.4377 | 14.4377 |
Max Trade Drawdown | -99911 | -81467 | -114202 | -4254026 | -3027962 | -2285484 |
Profit Factor | 1.5036 | 1.7671 | 1.2426 | 1.0828 | 1.136 | 1.0308 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 125 | 47 | 78 | 125 | 47 | 78 |
Losing Trades | 207 | 119 | 88 | 207 | 119 | 88 |
Profitability (%) | 37.6506 | 28.3133 | 46.988 | 37.6506 | 28.3133 | 46.988 |
Ratio Avg Win / Avg Loss | 2.4899 | 4.4741 | 1.4019 | 1.7932 | 2.8761 | 1.1629 |
Largest Winning Trade | 102998 | 102998 | 36051 | 1816493 | 1816493 | 1044035 |
Largest Losing Trade | -55703 | -21691 | -55703 | -1075197 | -658048 | -1075197 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 30 | 40 | 24 | 30 | 40 | 24 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 5623 | 2984 | 2639 | 5623 | 2984 | 2639 |
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 | 317053 | -3213 | -86852 | -123406 | -81418 | -274540 |
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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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