Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700670.8753 | 532057.5343 | 168613.341 | 2976912.7658 | 2157949.6382 | 818963.1276 |
Total P&L (%) | 700.6709 | 532.0575 | 168.6133 | 2976.9128 | 2157.9496 | 818.9631 |
Avg Daily Profit (%) | 0.3663 | 0.2782 | 0.0882 | 0.1793 | 0.1631 | 0.116 |
Buy And Hold Return (%) | 31.6156 | 31.6156 | 31.6156 | 31.6156 | 31.6156 | 31.6156 |
Max Trade Drawdown | -133327 | -66458 | -205141 | -2538674 | -1015866 | -2466951 |
Profit Factor | 1.4588 | 1.7637 | 1.2031 | 1.215 | 1.3301 | 1.1121 |
Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
Winning Trades | 196 | 96 | 100 | 196 | 96 | 100 |
Losing Trades | 171 | 88 | 83 | 171 | 88 | 83 |
Profitability (%) | 53.406 | 52.1739 | 54.6448 | 53.406 | 52.1739 | 54.6448 |
Ratio Avg Win / Avg Loss | 1.2728 | 1.6167 | 0.9985 | 1.06 | 1.2192 | 0.923 |
Largest Winning Trade | 106162 | 106162 | 38312 | 686196 | 686196 | 385345 |
Largest Losing Trade | -50019 | -25484 | -50019 | -699929 | -494988 | -699929 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 5493 | 2753 | 2740 | 5493 | 2753 | 2740 |
Profit Streak | 0 | 0 | 16.7968 | 0 | 0 | 16.7968 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473466 | 468636 | -76696 | 362280 | 322473 | -134737 |
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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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