Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1538847.7734 | 1427330.1765 | 111517.5969 | 1907072.8738 | -450343.9834 | 2357416.8572 |
Total P&L (%) | 1538.8478 | 1427.3302 | 111.5176 | 1907.0729 | -450.344 | 2357.4169 |
Avg Daily Profit (%) | 0.827 | 0.767 | 0.0599 | 0.1613 | 0 | 0.1722 |
Buy And Hold Return (%) | 33.8114 | 33.8114 | 33.8114 | 33.8114 | 33.8114 | 33.8114 |
Max Trade Drawdown | -117718 | -99242 | -44954 | -3892246 | -3176133 | -1545140 |
Profit Factor | 3.1208 | 4.6553 | 1.3328 | 1.1078 | 0.9513 | 1.2794 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Profitability (%) | 40.796 | 38.6139 | 43 | 40.796 | 38.6139 | 43 |
Ratio Avg Win / Avg Loss | 4.5289 | 7.4008 | 1.7667 | 1.6077 | 1.5123 | 1.6959 |
Largest Winning Trade | 1310730 | 1310730 | 65360 | 2076377 | 1266206 | 2076377 |
Largest Losing Trade | -26015 | -22865 | -26015 | -1097841 | -577535 | -1097841 |
Avg Bars in Trades | 108 | 95 | 120 | 108 | 95 | 120 |
Avg Bars in Winners | 181 | 159 | 201 | 181 | 159 | 201 |
Avg Bars in Losers | 57 | 55 | 60 | 57 | 55 | 60 |
Bars Traded | 21713 | 9638 | 12075 | 21713 | 9638 | 12075 |
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 | 598516 | 565686 | -117361 | -95631 | -582713 | 210930 |
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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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