Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1719505.8886 | 1540545.4975 | 178960.3911 | 1532820.7322 | 284335.5275 | 1248485.2047 |
Total P&L (%) | 1719.5059 | 1540.5455 | 178.9604 | 1532.8207 | 284.3355 | 1248.4852 |
Avg Daily Profit (%) | 0.7292 | 0.6533 | 0.0759 | 0.1185 | 0.0571 | 0.1104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139173 | -61673 | -148685 | -2328392 | -1083649 | -1259407 |
Profit Factor | 2.9365 | 4.5845 | 1.3906 | 1.3293 | 1.1256 | 1.5221 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Profitability (%) | 50.2591 | 50.5155 | 50 | 50.2591 | 50.5155 | 50 |
Ratio Avg Win / Avg Loss | 2.9062 | 4.4909 | 1.3906 | 1.3156 | 1.1026 | 1.5221 |
Largest Winning Trade | 1442025 | 1442025 | 56646 | 1043100 | 1043100 | 873531 |
Largest Losing Trade | -60135 | -51697 | -60135 | -612231 | -333338 | -612231 |
Avg Bars in Trades | 47 | 53 | 42 | 47 | 53 | 42 |
Avg Bars in Winners | 60 | 63 | 57 | 60 | 63 | 57 |
Avg Bars in Losers | 35 | 42 | 27 | 35 | 42 | 27 |
Bars Traded | 9262 | 5175 | 4087 | 9262 | 5175 | 4087 |
Profit Streak | 0 | 0 | 38.1405 | 0 | 0 | 38.1405 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 691655 | 690264 | -90727 | -33063 | -199245 | -42403 |
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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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