Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592089.3683 | 500477.4524 | 91611.9159 | 1743263.8499 | 1612115.8386 | 131148.0112 |
Total P&L (%) | 592.0894 | 500.4775 | 91.6119 | 1743.2639 | 1612.1158 | 131.148 |
Avg Daily Profit (%) | 0.3213 | 0.2716 | 0.0497 | 0.1582 | 0.1542 | 0.0455 |
Buy And Hold Return (%) | 194.0484 | 194.0484 | 194.0484 | 194.0484 | 194.0484 | 194.0484 |
Max Trade Drawdown | -104296 | -118391 | -24027 | -1850025 | -1897163 | -546533 |
Profit Factor | 2.2547 | 2.4319 | 1.7487 | 1.2092 | 1.2576 | 1.0632 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 67.619 | 67.3077 | 67.9245 | 67.619 | 67.3077 | 67.9245 |
Ratio Avg Win / Avg Loss | 1.0797 | 1.1812 | 0.8258 | 0.5791 | 0.6108 | 0.5021 |
Largest Winning Trade | 156958 | 156958 | 19754 | 997591 | 997591 | 181136 |
Largest Losing Trade | -64195 | -64195 | -18002 | -1850025 | -1850025 | -406248 |
Avg Bars in Trades | 195 | 366 | 28 | 195 | 366 | 28 |
Avg Bars in Winners | 111 | 193 | 32 | 111 | 193 | 32 |
Avg Bars in Losers | 371 | 721 | 20 | 371 | 721 | 20 |
Bars Traded | 20566 | 19033 | 1533 | 20566 | 19033 | 1533 |
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 | 433093 | -169125 | -469223 | 301839 | -172007 | -628029 |
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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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