Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830668.9206 | 645800.1949 | 184868.7257 | 10374608.2479 | 4654967.5425 | 5719640.7054 |
Total P&L (%) | 830.6689 | 645.8002 | 184.8687 | 10374.6082 | 4654.9675 | 5719.6407 |
Avg Daily Profit (%) | 0.5134 | 0.3991 | 0.1143 | 0.2879 | 0.239 | 0.2515 |
Buy And Hold Return (%) | 26.143 | 26.143 | 26.143 | 26.143 | 26.143 | 26.143 |
Max Trade Drawdown | -77473 | -118107 | -60370 | -6722375 | -5656706 | -7326810 |
Profit Factor | 2.1188 | 2.8179 | 1.4774 | 1.2905 | 1.2586 | 1.323 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Losing Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Profitability (%) | 51.8717 | 55.3191 | 48.3871 | 51.8717 | 55.3191 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.9659 | 2.276 | 1.5759 | 1.1974 | 1.0165 | 1.4112 |
Largest Winning Trade | 172484 | 172484 | 65281 | 4093916 | 4093916 | 3472024 |
Largest Losing Trade | -45698 | -45698 | -39594 | -3521937 | -3521937 | -3055258 |
Avg Bars in Trades | 101 | 78 | 126 | 101 | 78 | 126 |
Avg Bars in Winners | 137 | 101 | 179 | 137 | 101 | 179 |
Avg Bars in Losers | 63 | 49 | 75 | 63 | 49 | 75 |
Bars Traded | 19067 | 7347 | 11720 | 19067 | 7347 | 11720 |
Profit Streak | 0 | 0 | 499.8891 | 0 | 0 | 499.8891 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 574832 | 558170 | -38532 | 361325 | 309154 | 300726 |
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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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