Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1297878.1185 | 1223376.2897 | 74501.8288 | 1799619.8602 | 472238.0419 | 1327381.8183 |
Total P&L (%) | 1297.8781 | 1223.3763 | 74.5018 | 1799.6199 | 472.238 | 1327.3818 |
Avg Daily Profit (%) | 0.6921 | 0.6524 | 0.0397 | 0.1571 | 0.0931 | 0.1419 |
Buy And Hold Return (%) | 274.511 | 274.511 | 274.511 | 274.511 | 274.511 | 274.511 |
Max Trade Drawdown | -142039 | -72254 | -116307 | -1131249 | -896437 | -677926 |
Profit Factor | 2.7528 | 4.1644 | 1.2105 | 1.3103 | 1.1455 | 1.5195 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 44.6154 | 41.8367 | 47.4227 | 44.6154 | 41.8367 | 47.4227 |
Ratio Avg Win / Avg Loss | 3.4173 | 5.7895 | 1.3421 | 1.6266 | 1.5926 | 1.6847 |
Largest Winning Trade | 948313 | 948313 | 58497 | 628528 | 566188 | 628528 |
Largest Losing Trade | -45013 | -28499 | -45013 | -385205 | -218960 | -385205 |
Avg Bars in Trades | 55 | 49 | 62 | 55 | 49 | 62 |
Avg Bars in Winners | 88 | 73 | 101 | 88 | 73 | 101 |
Avg Bars in Losers | 30 | 31 | 28 | 30 | 31 | 28 |
Bars Traded | 10911 | 4804 | 6107 | 10911 | 4804 | 6107 |
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 | 534541 | 496884 | -307375 | 272151 | -140276 | -3486 |
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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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