Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975320.8775 | 827127.3172 | 148193.5603 | 15608885.7729 | 12002503.5807 | 3606382.1923 |
Total P&L (%) | 975.3209 | 827.1273 | 148.1936 | 15608.8858 | 12002.5036 | 3606.3822 |
Avg Daily Profit (%) | 0.5282 | 0.4479 | 0.0803 | 0.2742 | 0.2601 | 0.1958 |
Buy And Hold Return (%) | 126.9544 | 126.9544 | 126.9544 | 126.9544 | 126.9544 | 126.9544 |
Max Trade Drawdown | -85738 | -40332 | -97816 | -12920349 | -4419343 | -9840977 |
Profit Factor | 2.5889 | 4.2012 | 1.4169 | 1.376 | 1.6808 | 1.151 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Losing Trades | 137 | 64 | 73 | 137 | 64 | 73 |
Profitability (%) | 28.2723 | 33.3333 | 23.1579 | 28.2723 | 33.3333 | 23.1579 |
Ratio Avg Win / Avg Loss | 6.5682 | 8.4024 | 4.7016 | 3.4908 | 3.3616 | 3.8191 |
Largest Winning Trade | 262568 | 262568 | 77799 | 10507973 | 10507973 | 6881072 |
Largest Losing Trade | -39960 | -12617 | -39960 | -2207964 | -1156289 | -2207964 |
Avg Bars in Trades | 57 | 52 | 61 | 57 | 52 | 61 |
Avg Bars in Winners | 166 | 132 | 215 | 166 | 132 | 215 |
Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
Bars Traded | 10914 | 5074 | 5840 | 10914 | 5074 | 5840 |
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 | 49935 | 369482 | -235852 | -4061 | 178413 | -83582 |
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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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