Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752081.3013 | 669922.5708 | 82158.7306 | 2490530.9253 | 3028077.5256 | -537546.6003 |
Total P&L (%) | 752.0813 | 669.9226 | 82.1587 | 2490.5309 | 3028.0775 | -537.5466 |
Avg Daily Profit (%) | 0.3611 | 0.3217 | 0.0395 | 0.1564 | 0.1655 | 0 |
Buy And Hold Return (%) | 302.5906 | 302.5906 | 302.5906 | 302.5906 | 302.5906 | 302.5906 |
Max Trade Drawdown | -65201 | -55445 | -106464 | -3194617 | -2187762 | -2488440 |
Profit Factor | 1.8195 | 2.5607 | 1.1682 | 1.1264 | 1.3295 | 0.9488 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 47.1503 | 46.3918 | 47.9167 | 47.1503 | 46.3918 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.0394 | 2.959 | 1.2698 | 1.2626 | 1.5363 | 1.0313 |
Largest Winning Trade | 259286 | 259286 | 54634 | 2782893 | 2782893 | 1010931 |
Largest Losing Trade | -33502 | -30643 | -33502 | -1436919 | -758027 | -1436919 |
Avg Bars in Trades | 127 | 119 | 136 | 127 | 119 | 136 |
Avg Bars in Winners | 180 | 162 | 198 | 180 | 162 | 198 |
Avg Bars in Losers | 81 | 82 | 79 | 81 | 82 | 79 |
Bars Traded | 24695 | 11619 | 13076 | 24695 | 11619 | 13076 |
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 | 328205 | 244765 | -342619 | -73879 | 267086 | -580219 |
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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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