Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809036.8455 | 684972.1128 | 124064.7327 | 4260598.361 | 3383450.618 | 877147.743 |
Total P&L (%) | 809.0368 | 684.9721 | 124.0647 | 4260.5984 | 3383.4506 | 877.1477 |
Avg Daily Profit (%) | 0.3883 | 0.3288 | 0.0596 | 0.1814 | 0.1706 | 0.1095 |
Buy And Hold Return (%) | 216.1725 | 216.1725 | 216.1725 | 216.1725 | 216.1725 | 216.1725 |
Max Trade Drawdown | -78695 | -54252 | -136326 | -3509768 | -2296435 | -2610681 |
Profit Factor | 1.9833 | 2.6664 | 1.3013 | 1.2307 | 1.3332 | 1.1055 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 50.7853 | 50 | 51.5789 | 50.7853 | 50 | 51.5789 |
Ratio Avg Win / Avg Loss | 1.922 | 2.6664 | 1.2217 | 1.1926 | 1.3332 | 1.0378 |
Largest Winning Trade | 277322 | 277322 | 54564 | 2961521 | 2961521 | 1523323 |
Largest Losing Trade | -44720 | -31610 | -44720 | -1090704 | -1090704 | -1020910 |
Avg Bars in Trades | 128 | 118 | 139 | 128 | 118 | 139 |
Avg Bars in Winners | 178 | 157 | 199 | 178 | 157 | 199 |
Avg Bars in Losers | 76 | 78 | 75 | 76 | 78 | 75 |
Bars Traded | 24586 | 11337 | 13249 | 24586 | 11337 | 13249 |
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 | 434389 | 394759 | -279186 | 311067 | 279890 | -153152 |
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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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