Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639238.1924 | 355741.7595 | 283496.4329 | 8267773.7977 | 6127124.6965 | 2140649.1012 |
Total P&L (%) | 639.2382 | 355.7418 | 283.4964 | 8267.7738 | 6127.1247 | 2140.6491 |
Avg Daily Profit (%) | 0.3809 | 0.212 | 0.1689 | 0.2642 | 0.2465 | 0.1855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60941 | -74690 | -50247 | -4184262 | -2768711 | -3109490 |
Profit Factor | 2.0015 | 2.1035 | 1.8974 | 1.6196 | 1.9698 | 1.3047 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Profitability (%) | 44.3878 | 42.8571 | 45.9184 | 44.3878 | 42.8571 | 45.9184 |
Ratio Avg Win / Avg Loss | 2.5076 | 2.8046 | 2.2348 | 2.0292 | 2.6265 | 1.5367 |
Largest Winning Trade | 84392 | 84392 | 50742 | 2406294 | 2406294 | 1715161 |
Largest Losing Trade | -24522 | -19575 | -24522 | -2007022 | -2007022 | -1235004 |
Avg Bars in Trades | 101 | 92 | 110 | 101 | 92 | 110 |
Avg Bars in Winners | 157 | 146 | 168 | 157 | 146 | 168 |
Avg Bars in Losers | 56 | 52 | 60 | 56 | 52 | 60 |
Bars Traded | 19898 | 9106 | 10792 | 19898 | 9106 | 10792 |
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 | 440314 | 311503 | 326800 | 377854 | 327839 | 261256 |
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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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