Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1176010.7759 | 987922.7738 | 188088.0021 | 9536380.9458 | 7044643.0484 | 2491737.8973 |
Total P&L (%) | 1176.0108 | 987.9228 | 188.088 | 9536.3809 | 7044.643 | 2491.7379 |
Avg Daily Profit (%) | 0.5645 | 0.4742 | 0.0903 | 0.2195 | 0.2051 | 0.1564 |
Buy And Hold Return (%) | 56.964 | 56.964 | 56.964 | 56.964 | 56.964 | 56.964 |
Max Trade Drawdown | -87937 | -107822 | -114683 | -9771593 | -8978095 | -6895216 |
Profit Factor | 2.1236 | 2.8922 | 1.3586 | 1.1498 | 1.2194 | 1.079 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 111 | 54 | 57 | 111 | 54 | 57 |
Losing Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Profitability (%) | 45.8678 | 44.6281 | 47.1074 | 45.8678 | 44.6281 | 47.1074 |
Ratio Avg Win / Avg Loss | 2.5062 | 3.5884 | 1.5254 | 1.357 | 1.513 | 1.2115 |
Largest Winning Trade | 434494 | 434494 | 59082 | 10517836 | 10517836 | 3793776 |
Largest Losing Trade | -46808 | -46808 | -37446 | -6670295 | -3650244 | -6670295 |
Avg Bars in Trades | 101 | 93 | 108 | 101 | 93 | 108 |
Avg Bars in Winners | 138 | 120 | 156 | 138 | 120 | 156 |
Avg Bars in Losers | 69 | 72 | 66 | 69 | 72 | 66 |
Bars Traded | 24493 | 11359 | 13134 | 24493 | 11359 | 13134 |
Profit Streak | 0 | 0 | 22.835 | 0 | 0 | 22.835 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534635 | 488932 | -74530 | -47831 | 232642 | -126766 |
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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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