Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1669203.8201 | 1653072.34 | 16131.4801 | 874786.7273 | 832162.871 | 42623.8562 |
Total P&L (%) | 1669.2038 | 1653.0723 | 16.1315 | 874.7867 | 832.1629 | 42.6239 |
Avg Daily Profit (%) | 0.8012 | 0.7935 | 0.0077 | 0.1094 | 0.1072 | 0.017 |
Buy And Hold Return (%) | 443.6693 | 443.6693 | 443.6693 | 443.6693 | 443.6693 | 443.6693 |
Max Trade Drawdown | -110262 | -103846 | -97825 | -2664848 | -2363522 | -1647727 |
Profit Factor | 2.6052 | 3.6421 | 1.0389 | 1.0603 | 1.0965 | 1.0072 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 131 | 68 | 63 | 131 | 68 | 63 |
Profitability (%) | 41.2556 | 38.7387 | 43.75 | 41.2556 | 38.7387 | 43.75 |
Ratio Avg Win / Avg Loss | 3.7095 | 5.7596 | 1.3358 | 1.5097 | 1.7341 | 1.295 |
Largest Winning Trade | 1294197 | 1294197 | 47030 | 2341861 | 2341861 | 981696 |
Largest Losing Trade | -44082 | -44082 | -22611 | -809813 | -809813 | -570442 |
Avg Bars in Trades | 110 | 166 | 53 | 110 | 166 | 53 |
Avg Bars in Winners | 155 | 260 | 62 | 155 | 260 | 62 |
Avg Bars in Losers | 78 | 107 | 46 | 78 | 107 | 46 |
Bars Traded | 24553 | 18533 | 6020 | 24553 | 18533 | 6020 |
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 | 484849 | 460988 | -528636 | -209015 | -175022 | -551122 |
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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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