Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959598.3861 | 856590.1526 | 103008.2336 | 6582838.1598 | 2751409.6028 | 3831428.557 |
Total P&L (%) | 959.5984 | 856.5902 | 103.0082 | 6582.8382 | 2751.4096 | 3831.4286 |
Avg Daily Profit (%) | 0.4068 | 0.3631 | 0.0437 | 0.1783 | 0.1421 | 0.1558 |
Buy And Hold Return (%) | 488.9705 | 488.9705 | 488.9705 | 488.9705 | 488.9705 | 488.9705 |
Max Trade Drawdown | -131852 | -68879 | -136498 | -4146354 | -3443911 | -1441180 |
Profit Factor | 2.3199 | 3.5625 | 1.2623 | 1.4829 | 1.3702 | 1.6182 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Losing Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Profitability (%) | 52.6316 | 55.7895 | 49.4737 | 52.6316 | 55.7895 | 49.4737 |
Ratio Avg Win / Avg Loss | 2.0879 | 2.8231 | 1.2891 | 1.3347 | 1.0858 | 1.6526 |
Largest Winning Trade | 210898 | 210898 | 68430 | 3261604 | 2058428 | 3261604 |
Largest Losing Trade | -47034 | -47034 | -40156 | -2395493 | -2395493 | -599366 |
Avg Bars in Trades | 72 | 67 | 76 | 72 | 67 | 76 |
Avg Bars in Winners | 78 | 85 | 70 | 78 | 85 | 70 |
Avg Bars in Losers | 64 | 44 | 82 | 64 | 44 | 82 |
Bars Traded | 13686 | 6405 | 7281 | 13686 | 6405 | 7281 |
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 | 303118 | 290857 | -301010 | 374047 | -2826 | 367843 |
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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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