Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874221.8677 | 750086.9053 | 124134.9624 | 11051944.8979 | 4973337.7022 | 6078607.1957 |
Total P&L (%) | 874.2219 | 750.0869 | 124.135 | 11051.9449 | 4973.3377 | 6078.6072 |
Avg Daily Profit (%) | 0.3877 | 0.3327 | 0.0551 | 0.2093 | 0.1743 | 0.183 |
Buy And Hold Return (%) | 323.2628 | 323.2628 | 323.2628 | 323.2628 | 323.2628 | 323.2628 |
Max Trade Drawdown | -111055 | -51653 | -110015 | -3372684 | -2795453 | -2064999 |
Profit Factor | 2.0282 | 2.8509 | 1.2789 | 1.4769 | 1.4 | 1.5658 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Losing Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Profitability (%) | 49.7355 | 51.5789 | 47.8723 | 49.7355 | 51.5789 | 47.8723 |
Ratio Avg Win / Avg Loss | 2.0498 | 2.6764 | 1.3926 | 1.4926 | 1.3143 | 1.705 |
Largest Winning Trade | 159369 | 159369 | 50008 | 4132810 | 2529709 | 4132810 |
Largest Losing Trade | -37703 | -37703 | -37438 | -1611121 | -1611121 | -1313912 |
Avg Bars in Trades | 66 | 42 | 91 | 66 | 42 | 91 |
Avg Bars in Winners | 98 | 54 | 145 | 98 | 54 | 145 |
Avg Bars in Losers | 36 | 30 | 41 | 36 | 30 | 41 |
Bars Traded | 12647 | 4065 | 8581 | 12647 | 4065 | 8581 |
Profit Streak | 0 | 0 | 132.8094 | 0 | 0 | 132.8094 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396345 | 351533 | -285004 | 366076 | 303022 | 393581 |
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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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