Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873765.6554 | 736216.7636 | 137548.8918 | 3144610.0895 | 750143.9415 | 2394466.1481 |
Total P&L (%) | 873.7657 | 736.2168 | 137.5489 | 3144.6101 | 750.1439 | 2394.4661 |
Avg Daily Profit (%) | 0.4709 | 0.3968 | 0.0741 | 0.1877 | 0.1154 | 0.1735 |
Buy And Hold Return (%) | 61.1206 | 61.1206 | 61.1206 | 61.1206 | 61.1206 | 61.1206 |
Max Trade Drawdown | -80294 | -80046 | -81021 | -4644579 | -4580032 | -2363302 |
Profit Factor | 2.1622 | 3.0865 | 1.3447 | 1.126 | 1.0614 | 1.1882 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Losing Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Profitability (%) | 43.8914 | 45.9459 | 41.8182 | 43.8914 | 45.9459 | 41.8182 |
Ratio Avg Win / Avg Loss | 2.764 | 3.6312 | 1.871 | 1.4395 | 1.2487 | 1.6531 |
Largest Winning Trade | 426618 | 426618 | 61358 | 2997053 | 2997053 | 1357215 |
Largest Losing Trade | -25546 | -25546 | -25403 | -1586633 | -1087257 | -1586633 |
Avg Bars in Trades | 98 | 88 | 108 | 98 | 88 | 108 |
Avg Bars in Winners | 160 | 136 | 187 | 160 | 136 | 187 |
Avg Bars in Losers | 49 | 47 | 51 | 49 | 47 | 51 |
Bars Traded | 21795 | 9860 | 11935 | 21795 | 9860 | 11935 |
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 | 476911 | 496123 | -101160 | -75170 | -193380 | -8029 |
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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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