Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1967620.8971 | 1991608.9952 | -23988.0981 | 387309.4406 | -228477.8714 | 615787.312 |
Total P&L (%) | 1967.6209 | 1991.609 | -23.9881 | 387.3094 | -228.4779 | 615.7873 |
Avg Daily Profit (%) | 0.8284 | 0.8385 | -0.0101 | 0.0667 | 0 | 0.0829 |
Buy And Hold Return (%) | 278.1175 | 278.1175 | 278.1175 | 278.1175 | 278.1175 | 278.1175 |
Max Trade Drawdown | -215372 | -199535 | -109049 | -5716556 | -4158218 | -2582148 |
Profit Factor | 2.4481 | 3.1989 | 0.947 | 1.0202 | 0.9821 | 1.095 |
Total Trades | 293 | 146 | 147 | 293 | 146 | 147 |
Winning Trades | 128 | 61 | 67 | 128 | 61 | 67 |
Losing Trades | 165 | 85 | 80 | 165 | 85 | 80 |
Profitability (%) | 43.686 | 41.7808 | 45.5782 | 43.686 | 41.7808 | 45.5782 |
Ratio Avg Win / Avg Loss | 3.1558 | 4.4575 | 1.1308 | 1.315 | 1.3684 | 1.3075 |
Largest Winning Trade | 1638077 | 1638077 | 29326 | 2003861 | 2003861 | 1007493 |
Largest Losing Trade | -43650 | -43650 | -20481 | -1473217 | -1473217 | -1121826 |
Avg Bars in Trades | 48 | 80 | 16 | 48 | 80 | 16 |
Avg Bars in Winners | 54 | 95 | 17 | 54 | 95 | 17 |
Avg Bars in Losers | 43 | 69 | 15 | 43 | 69 | 15 |
Bars Traded | 14084 | 11726 | 2359 | 14084 | 11726 | 2359 |
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 | 609574 | 574178 | -580718 | -346780 | -582475 | -204896 |
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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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