Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984289.7411 | 844898.2536 | 139391.4874 | 3930598.8295 | 1655003.1019 | 2275595.7276 |
Total P&L (%) | 984.2897 | 844.8983 | 139.3915 | 3930.5988 | 1655.0031 | 2275.5957 |
Avg Daily Profit (%) | 0.5302 | 0.4551 | 0.0751 | 0.1993 | 0.1545 | 0.1708 |
Buy And Hold Return (%) | 26.7468 | 26.7468 | 26.7468 | 26.7468 | 26.7468 | 26.7468 |
Max Trade Drawdown | -142980 | -68827 | -118502 | -6806185 | -5396314 | -3055181 |
Profit Factor | 2.0319 | 2.9372 | 1.2692 | 1.0926 | 1.0793 | 1.1056 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 132 | 61 | 71 | 132 | 61 | 71 |
Losing Trades | 166 | 88 | 78 | 166 | 88 | 78 |
Profitability (%) | 44.2953 | 40.9396 | 47.651 | 44.2953 | 40.9396 | 47.651 |
Ratio Avg Win / Avg Loss | 2.5553 | 4.2373 | 1.3944 | 1.3741 | 1.557 | 1.2146 |
Largest Winning Trade | 596258 | 596258 | 51656 | 3763555 | 3763555 | 2037852 |
Largest Losing Trade | -29545 | -16780 | -29545 | -1889332 | -1442069 | -1889332 |
Avg Bars in Trades | 72 | 60 | 85 | 72 | 60 | 85 |
Avg Bars in Winners | 105 | 86 | 120 | 105 | 86 | 120 |
Avg Bars in Losers | 46 | 41 | 52 | 46 | 41 | 52 |
Bars Traded | 21665 | 8967 | 12698 | 21665 | 8967 | 12698 |
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 | 506227 | 437181 | -95061 | -111249 | -128267 | -97638 |
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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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