Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1225351.5917 | 1049709.1711 | 175642.4206 | 20595791.3083 | 15069895.6554 | 5525895.6529 |
Total P&L (%) | 1225.3516 | 1049.7092 | 175.6424 | 20595.7913 | 15069.8957 | 5525.8957 |
Avg Daily Profit (%) | 0.6743 | 0.5777 | 0.0967 | 0.2939 | 0.2767 | 0.222 |
Buy And Hold Return (%) | 265.9489 | 265.9489 | 265.9489 | 265.9489 | 265.9489 | 265.9489 |
Max Trade Drawdown | -84936 | -39243 | -61367 | -5107499 | -5383115 | -4864240 |
Profit Factor | 3.7952 | 6.3612 | 1.724 | 1.6779 | 2.1696 | 1.3158 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Profitability (%) | 48.4375 | 46.875 | 50 | 48.4375 | 46.875 | 50 |
Ratio Avg Win / Avg Loss | 4.04 | 7.2094 | 1.724 | 1.7862 | 2.4589 | 1.3158 |
Largest Winning Trade | 579259 | 579259 | 73347 | 7649866 | 7649866 | 5674604 |
Largest Losing Trade | -28317 | -28317 | -20602 | -2316402 | -1968663 | -2316402 |
Avg Bars in Trades | 55 | 50 | 60 | 55 | 50 | 60 |
Avg Bars in Winners | 88 | 85 | 90 | 88 | 85 | 90 |
Avg Bars in Losers | 23 | 18 | 29 | 23 | 18 | 29 |
Bars Traded | 10596 | 4803 | 5793 | 10596 | 4803 | 5793 |
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 | 637870 | 576407 | -226738 | 446995 | 407086 | 291906 |
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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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