Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1153481.8232 | 1056892.554 | 96589.2692 | 5987525.426 | 5057364.1275 | 930161.2986 |
Total P&L (%) | 1153.4818 | 1056.8926 | 96.5893 | 5987.5254 | 5057.3641 | 930.1613 |
Avg Daily Profit (%) | 0.5259 | 0.4818 | 0.044 | 0.1875 | 0.1799 | 0.1064 |
Buy And Hold Return (%) | 711.4662 | 711.4662 | 711.4662 | 711.4662 | 711.4662 | 711.4662 |
Max Trade Drawdown | -113436 | -139931 | -111458 | -2286503 | -2114519 | -1960959 |
Profit Factor | 1.9411 | 2.6086 | 1.1698 | 1.4616 | 1.7704 | 1.1452 |
Total Trades | 369 | 185 | 184 | 369 | 185 | 184 |
Winning Trades | 190 | 91 | 99 | 190 | 91 | 99 |
Losing Trades | 179 | 94 | 85 | 179 | 94 | 85 |
Profitability (%) | 51.4905 | 49.1892 | 53.8043 | 51.4905 | 49.1892 | 53.8043 |
Ratio Avg Win / Avg Loss | 1.8287 | 2.6946 | 1.0044 | 1.377 | 1.8287 | 0.9832 |
Largest Winning Trade | 521872 | 521872 | 47478 | 3164592 | 3164592 | 964017 |
Largest Losing Trade | -52838 | -31361 | -52838 | -1935790 | -879564 | -1935790 |
Avg Bars in Trades | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Winners | 26 | 28 | 23 | 26 | 28 | 23 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 8455 | 4545 | 3910 | 8455 | 4545 | 3910 |
Profit Streak | 0 | 0 | 16.7971 | 0 | 0 | 16.7971 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 269848 | 38438 | -331815 | 410484 | 417560 | -181430 |
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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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