Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740632.1143 | 613360.1674 | 127271.9468 | 5075444.0931 | 1727062.8007 | 3348381.2924 |
Total P&L (%) | 740.6321 | 613.3602 | 127.2719 | 5075.4441 | 1727.0628 | 3348.3813 |
Avg Daily Profit (%) | 0.4577 | 0.3791 | 0.0787 | 0.2442 | 0.1797 | 0.2191 |
Buy And Hold Return (%) | 24.6813 | 24.6813 | 24.6813 | 24.6813 | 24.6813 | 24.6813 |
Max Trade Drawdown | -100794 | -90298 | -127173 | -2318008 | -2325637 | -1269805 |
Profit Factor | 1.7288 | 2.1691 | 1.2589 | 1.3227 | 1.1915 | 1.499 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 139 | 71 | 68 | 139 | 71 | 68 |
Losing Trades | 179 | 88 | 91 | 179 | 88 | 91 |
Profitability (%) | 43.7107 | 44.6541 | 42.7673 | 43.7107 | 44.6541 | 42.7673 |
Ratio Avg Win / Avg Loss | 2.2263 | 2.6884 | 1.6847 | 1.7033 | 1.4768 | 2.006 |
Largest Winning Trade | 166133 | 166133 | 62340 | 2109444 | 2109444 | 870464 |
Largest Losing Trade | -27779 | -27779 | -22601 | -1090563 | -1090563 | -616353 |
Avg Bars in Trades | 59 | 59 | 60 | 59 | 59 | 60 |
Avg Bars in Winners | 83 | 84 | 82 | 83 | 84 | 82 |
Avg Bars in Losers | 41 | 38 | 44 | 41 | 38 | 44 |
Bars Traded | 19017 | 9428 | 9589 | 19017 | 9428 | 9589 |
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 | 458447 | 428163 | -90746 | 322784 | -3836 | 290759 |
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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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