Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748143.5949 | 602755.5099 | 145388.0851 | 3136022.7291 | 1199329.8446 | 1936692.8845 |
Total P&L (%) | 748.1436 | 602.7555 | 145.3881 | 3136.0227 | 1199.3298 | 1936.6929 |
Avg Daily Profit (%) | 0.3591 | 0.2893 | 0.0698 | 0.167 | 0.1232 | 0.1448 |
Buy And Hold Return (%) | 43.433 | 43.433 | 43.433 | 43.433 | 43.433 | 43.433 |
Max Trade Drawdown | -97647 | -77485 | -67981 | -11047769 | -7010424 | -7137348 |
Profit Factor | 1.6815 | 2.01 | 1.2902 | 1.0562 | 1.0396 | 1.076 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Losing Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Profitability (%) | 43.0723 | 42.7711 | 43.3735 | 43.0723 | 42.7711 | 43.3735 |
Ratio Avg Win / Avg Loss | 2.2224 | 2.6894 | 1.6844 | 1.3959 | 1.3909 | 1.4047 |
Largest Winning Trade | 180393 | 180393 | 56125 | 5184269 | 5184269 | 4518266 |
Largest Losing Trade | -33657 | -33657 | -27485 | -2586517 | -2227722 | -2586517 |
Avg Bars in Trades | 73 | 65 | 82 | 73 | 65 | 82 |
Avg Bars in Winners | 114 | 95 | 134 | 114 | 95 | 134 |
Avg Bars in Losers | 42 | 43 | 41 | 42 | 43 | 41 |
Bars Traded | 24506 | 10880 | 13624 | 24506 | 10880 | 13624 |
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 | 418504 | 364448 | -103688 | -151924 | -207682 | -138577 |
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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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