Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2565378.9667 | 2539818.1723 | 25560.7944 | 895514.1444 | 802398.0852 | 93116.0592 |
Total P&L (%) | 2565.379 | 2539.8182 | 25.5608 | 895.5141 | 802.3981 | 93.1161 |
Avg Daily Profit (%) | 1.2318 | 1.2195 | 0.0123 | 0.1104 | 0.1057 | 0.0316 |
Buy And Hold Return (%) | 313.8159 | 313.8159 | 313.8159 | 313.8159 | 313.8159 | 313.8159 |
Max Trade Drawdown | -77510 | -74986 | -100304 | -1022274 | -958749 | -774466 |
Profit Factor | 3.7947 | 6.6183 | 1.0549 | 1.1043 | 1.1753 | 1.0232 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 127 | 65 | 62 | 127 | 65 | 62 |
Profitability (%) | 37.4384 | 35.6436 | 39.2157 | 37.4384 | 35.6436 | 39.2157 |
Ratio Avg Win / Avg Loss | 6.3411 | 11.9497 | 1.635 | 1.8453 | 2.1221 | 1.586 |
Largest Winning Trade | 2469966 | 2469966 | 47338 | 1372926 | 1372926 | 488432 |
Largest Losing Trade | -21768 | -20979 | -21768 | -319585 | -319585 | -302672 |
Avg Bars in Trades | 120 | 116 | 125 | 120 | 116 | 125 |
Avg Bars in Winners | 215 | 196 | 231 | 215 | 196 | 231 |
Avg Bars in Losers | 64 | 71 | 56 | 64 | 71 | 56 |
Bars Traded | 24509 | 11734 | 12775 | 24509 | 11734 | 12775 |
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 | 598661 | 582852 | -505762 | -156946 | -87397 | -514796 |
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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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