Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923011.8741 | 813938.3227 | 109073.5514 | 6744693.2167 | 5353091.0045 | 1391602.2122 |
Total P&L (%) | 923.0119 | 813.9383 | 109.0736 | 6744.6932 | 5353.091 | 1391.6022 |
Avg Daily Profit (%) | 0.4967 | 0.438 | 0.0587 | 0.2277 | 0.2154 | 0.1455 |
Buy And Hold Return (%) | 139.799 | 139.799 | 139.799 | 139.799 | 139.799 | 139.799 |
Max Trade Drawdown | -101057 | -85313 | -180246 | -4287859 | -2148473 | -3872534 |
Profit Factor | 2.1312 | 3.2155 | 1.2432 | 1.3984 | 1.7503 | 1.1421 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 131 | 64 | 67 | 131 | 64 | 67 |
Profitability (%) | 31.7708 | 33.3333 | 30.2083 | 31.7708 | 33.3333 | 30.2083 |
Ratio Avg Win / Avg Loss | 4.5769 | 6.4311 | 2.8721 | 3.0032 | 3.5007 | 2.6386 |
Largest Winning Trade | 240729 | 240729 | 77417 | 3782506 | 3782506 | 2604416 |
Largest Losing Trade | -24625 | -22047 | -24625 | -1218516 | -542603 | -1218516 |
Avg Bars in Trades | 27 | 30 | 25 | 27 | 30 | 25 |
Avg Bars in Winners | 67 | 70 | 64 | 67 | 70 | 64 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 5372 | 2927 | 2445 | 5372 | 2927 | 2445 |
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 | 308014 | 311515 | -287194 | 153528 | 169503 | -69190 |
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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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