Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901056.4273 | 826170.4031 | 74886.0242 | 6590255.5056 | 7436281.3354 | -846025.8298 |
Total P&L (%) | 901.0564 | 826.1704 | 74.886 | 6590.2555 | 7436.2813 | -846.0258 |
Avg Daily Profit (%) | 0.4326 | 0.3967 | 0.036 | 0.202 | 0.2078 | 0 |
Buy And Hold Return (%) | 1140.2446 | 1140.2446 | 1140.2446 | 1140.2446 | 1140.2446 | 1140.2446 |
Max Trade Drawdown | -107920 | -54701 | -69689 | -3374758 | -2454382 | -1414032 |
Profit Factor | 2.2141 | 3.1488 | 1.2094 | 1.5087 | 2.0519 | 0.8562 |
Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
Winning Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Losing Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Profitability (%) | 40.7295 | 40.8537 | 40.6061 | 40.7295 | 40.8537 | 40.6061 |
Ratio Avg Win / Avg Loss | 3.222 | 4.5587 | 1.7689 | 2.1955 | 2.9706 | 1.2524 |
Largest Winning Trade | 354738 | 354738 | 52027 | 5646472 | 5646472 | 965767 |
Largest Losing Trade | -47618 | -17558 | -47618 | -787115 | -787115 | -650839 |
Avg Bars in Trades | 74 | 71 | 78 | 74 | 71 | 78 |
Avg Bars in Winners | 118 | 127 | 109 | 118 | 127 | 109 |
Avg Bars in Losers | 44 | 32 | 56 | 44 | 32 | 56 |
Bars Traded | 24617 | 11706 | 12911 | 24617 | 11706 | 12911 |
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 | -153423 | -153295 | -313344 | 281778 | 303557 | -582455 |
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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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