Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 964972.5195 | 827659.4621 | 137313.0575 | 4010824.9599 | 757515.2845 | 3253309.6754 |
Total P&L (%) | 964.9725 | 827.6595 | 137.3131 | 4010.825 | 757.5153 | 3253.3097 |
Avg Daily Profit (%) | 0.4634 | 0.3974 | 0.0659 | 0.1786 | 0.1032 | 0.1688 |
Buy And Hold Return (%) | 116.4706 | 116.4706 | 116.4706 | 116.4706 | 116.4706 | 116.4706 |
Max Trade Drawdown | -100968 | -82199 | -127863 | -8588243 | -6952593 | -2720819 |
Profit Factor | 2.183 | 2.9244 | 1.3561 | 1.1351 | 1.0477 | 1.2352 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 63 | 24 | 39 | 63 | 24 | 39 |
Losing Trades | 102 | 59 | 43 | 102 | 59 | 43 |
Profitability (%) | 38.1818 | 28.9157 | 47.561 | 38.1818 | 28.9157 | 47.561 |
Ratio Avg Win / Avg Loss | 3.5343 | 7.1891 | 1.4952 | 1.8377 | 2.5757 | 1.3619 |
Largest Winning Trade | 348672 | 348672 | 51046 | 5087645 | 5087645 | 2278603 |
Largest Losing Trade | -20461 | -20461 | -19820 | -1667314 | -1339844 | -1667314 |
Avg Bars in Trades | 149 | 134 | 165 | 149 | 134 | 165 |
Avg Bars in Winners | 262 | 279 | 251 | 262 | 279 | 251 |
Avg Bars in Losers | 80 | 74 | 88 | 80 | 74 | 88 |
Bars Traded | 24746 | 11137 | 13610 | 24746 | 11137 | 13610 |
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 | 385579 | 87137 | -219974 | -66736 | -234858 | 73890 |
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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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