Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772977.4948 | 712649.4462 | 60328.0486 | 588835.2665 | 1696549.2493 | -1107713.9828 |
Total P&L (%) | 772.9775 | 712.6494 | 60.328 | 588.8353 | 1696.5492 | -1107.714 |
Avg Daily Profit (%) | 0.371 | 0.3421 | 0.029 | 0.0927 | 0.1387 | 0 |
Buy And Hold Return (%) | 96.5608 | 96.5608 | 96.5608 | 96.5608 | 96.5608 | 96.5608 |
Max Trade Drawdown | -216004 | -193630 | -42343 | -11375130 | -9511833 | -3187409 |
Profit Factor | 1.6865 | 1.8025 | 1.2536 | 1.0223 | 1.0823 | 0.8083 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 111 | 50 | 61 | 111 | 50 | 61 |
Losing Trades | 126 | 68 | 58 | 126 | 68 | 58 |
Profitability (%) | 46.8354 | 42.3729 | 51.2605 | 46.8354 | 42.3729 | 51.2605 |
Ratio Avg Win / Avg Loss | 1.9144 | 2.4514 | 1.1919 | 1.1605 | 1.4719 | 0.7686 |
Largest Winning Trade | 224304 | 224304 | 18723 | 6251925 | 6251925 | 330389 |
Largest Losing Trade | -58578 | -58578 | -23100 | -2644910 | -2644910 | -2155321 |
Avg Bars in Trades | 103 | 188 | 19 | 103 | 188 | 19 |
Avg Bars in Winners | 106 | 211 | 19 | 106 | 211 | 19 |
Avg Bars in Losers | 101 | 171 | 19 | 101 | 171 | 19 |
Bars Traded | 24552 | 22240 | 2312 | 24552 | 22240 | 2312 |
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 | 457354 | 340716 | -319970 | -265406 | -140626 | -580574 |
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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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