Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781047.9291 | 618396.2587 | 162651.6704 | 4507209.7729 | 1329051.8141 | 3178157.9588 |
Total P&L (%) | 781.0479 | 618.3963 | 162.6517 | 4507.2098 | 1329.0518 | 3178.158 |
Avg Daily Profit (%) | 0.3751 | 0.2969 | 0.0781 | 0.1841 | 0.1278 | 0.1677 |
Buy And Hold Return (%) | 97.8495 | 97.8495 | 97.8495 | 97.8495 | 97.8495 | 97.8495 |
Max Trade Drawdown | -87529 | -69214 | -68105 | -12070552 | -7628348 | -7554053 |
Profit Factor | 1.725 | 2.0573 | 1.3303 | 1.0643 | 1.0349 | 1.099 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Losing Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Profitability (%) | 42.7711 | 42.7711 | 42.7711 | 42.7711 | 42.7711 | 42.7711 |
Ratio Avg Win / Avg Loss | 2.3081 | 2.7528 | 1.7799 | 1.424 | 1.3848 | 1.4705 |
Largest Winning Trade | 180393 | 180393 | 55942 | 6290704 | 6290704 | 4984625 |
Largest Losing Trade | -33813 | -33813 | -27485 | -2718159 | -2501819 | -2718159 |
Avg Bars in Trades | 73 | 65 | 82 | 73 | 65 | 82 |
Avg Bars in Winners | 115 | 94 | 136 | 115 | 94 | 136 |
Avg Bars in Losers | 42 | 43 | 41 | 42 | 43 | 41 |
Bars Traded | 24506 | 10872 | 13634 | 24506 | 10872 | 13634 |
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 | 422213 | 353758 | -98925 | -143011 | -206597 | -106322 |
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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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