Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2204423.5762 | 2165129.3088 | 39294.2673 | 870174.2485 | 577466.3156 | 292707.9329 |
Total P&L (%) | 2204.4236 | 2165.1293 | 39.2943 | 870.1742 | 577.4663 | 292.7079 |
Avg Daily Profit (%) | 1.2289 | 1.207 | 0.0219 | 0.1268 | 0.1067 | 0.0763 |
Buy And Hold Return (%) | 289.249 | 289.249 | 289.249 | 289.249 | 289.249 | 289.249 |
Max Trade Drawdown | -166316 | -201568 | -87061 | -6480700 | -7274342 | -2408670 |
Profit Factor | 3.414 | 5.0989 | 1.1021 | 1.0454 | 1.0499 | 1.0385 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 100 | 43 | 57 | 100 | 43 | 57 |
Losing Trades | 144 | 79 | 65 | 144 | 79 | 65 |
Profitability (%) | 40.9836 | 35.2459 | 46.7213 | 40.9836 | 35.2459 | 46.7213 |
Ratio Avg Win / Avg Loss | 4.9162 | 9.3678 | 1.2567 | 1.5054 | 1.9289 | 1.1843 |
Largest Winning Trade | 1528515 | 1528515 | 47612 | 4500763 | 4500763 | 1164926 |
Largest Losing Trade | -32983 | -32983 | -31972 | -968293 | -968293 | -857888 |
Avg Bars in Trades | 84 | 77 | 92 | 84 | 77 | 92 |
Avg Bars in Winners | 127 | 112 | 139 | 127 | 112 | 139 |
Avg Bars in Losers | 55 | 58 | 50 | 55 | 58 | 50 |
Bars Traded | 20724 | 9472 | 11252 | 20724 | 9472 | 11252 |
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 | 642154 | 555081 | -439129 | -198198 | -227512 | -432800 |
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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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