Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881119.7643 | 768759.4673 | 112360.297 | 3714209.4129 | 4257923.1538 | -543713.7409 |
Total P&L (%) | 881.1198 | 768.7595 | 112.3603 | 3714.2094 | 4257.9232 | -543.7137 |
Avg Daily Profit (%) | 0.3515 | 0.3067 | 0.0448 | 0.1454 | 0.1507 | 0 |
Buy And Hold Return (%) | 242.092 | 242.092 | 242.092 | 242.092 | 242.092 | 242.092 |
Max Trade Drawdown | -101151 | -106370 | -61855 | -3585179 | -2691854 | -1431445 |
Profit Factor | 1.9625 | 2.5015 | 1.2785 | 1.202 | 1.4088 | 0.9318 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 138 | 71 | 67 | 138 | 71 | 67 |
Profitability (%) | 43.4426 | 41.8033 | 45.082 | 43.4426 | 41.8033 | 45.082 |
Ratio Avg Win / Avg Loss | 2.555 | 3.4824 | 1.5575 | 1.5649 | 1.9612 | 1.1351 |
Largest Winning Trade | 400851 | 400851 | 46814 | 4070563 | 4070563 | 918332 |
Largest Losing Trade | -34205 | -34205 | -24704 | -1043210 | -1043210 | -747495 |
Avg Bars in Trades | 60 | 62 | 58 | 60 | 62 | 58 |
Avg Bars in Winners | 91 | 93 | 90 | 91 | 93 | 90 |
Avg Bars in Losers | 37 | 41 | 32 | 37 | 41 | 32 |
Bars Traded | 14825 | 7675 | 7150 | 14825 | 7675 | 7150 |
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 | 332813 | 264414 | -299892 | 27876 | 218097 | -581254 |
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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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