Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1401600.0967 | 1371457.7139 | 30142.3828 | 1164047.2895 | 899530.9165 | 264516.373 |
Total P&L (%) | 1401.6001 | 1371.4577 | 30.1424 | 1164.0473 | 899.5309 | 264.5164 |
Avg Daily Profit (%) | 0.7692 | 0.7527 | 0.0165 | 0.1393 | 0.1264 | 0.071 |
Buy And Hold Return (%) | 662.8698 | 662.8698 | 662.8698 | 662.8698 | 662.8698 | 662.8698 |
Max Trade Drawdown | -200734 | -176990 | -35374 | -4016071 | -3767233 | -413223 |
Profit Factor | 2.8878 | 3.1646 | 1.2768 | 1.1139 | 1.0992 | 1.2297 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 97 | 43 | 54 | 97 | 43 | 54 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 50.2591 | 44.7917 | 55.6701 | 50.2591 | 44.7917 | 55.6701 |
Ratio Avg Win / Avg Loss | 2.858 | 3.9006 | 1.0167 | 1.1024 | 1.3548 | 0.9792 |
Largest Winning Trade | 847052 | 847052 | 16404 | 2442965 | 2442965 | 112945 |
Largest Losing Trade | -47275 | -47275 | -11268 | -1407899 | -1407899 | -154837 |
Avg Bars in Trades | 54 | 106 | 3 | 54 | 106 | 3 |
Avg Bars in Winners | 62 | 136 | 3 | 62 | 136 | 3 |
Avg Bars in Losers | 47 | 82 | 3 | 47 | 82 | 3 |
Bars Traded | 10572 | 10228 | 344 | 10572 | 10228 | 344 |
Profit Streak | 0 | 43.8536 | 0 | 0 | 43.8536 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480034 | 397575 | -335868 | -109379 | -191323 | -265203 |
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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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