Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905790.7864 | 845745.2362 | 60045.5503 | 4050112.7173 | 3694455.4763 | 355657.241 |
Total P&L (%) | 905.7908 | 845.7452 | 60.0456 | 4050.1127 | 3694.4555 | 355.6572 |
Avg Daily Profit (%) | 0.4976 | 0.4646 | 0.033 | 0.2049 | 0.2 | 0.0834 |
Buy And Hold Return (%) | 658.1058 | 658.1058 | 658.1058 | 658.1058 | 658.1058 | 658.1058 |
Max Trade Drawdown | -87527 | -61853 | -90828 | -1563574 | -1256649 | -1409140 |
Profit Factor | 1.9031 | 2.8528 | 1.1099 | 1.372 | 1.7176 | 1.062 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 45.5959 | 43.75 | 47.4227 | 45.5959 | 43.75 | 47.4227 |
Ratio Avg Win / Avg Loss | 2.2708 | 3.6679 | 1.2305 | 1.637 | 2.2084 | 1.1774 |
Largest Winning Trade | 298580 | 298580 | 68377 | 1262413 | 1262413 | 746788 |
Largest Losing Trade | -29759 | -29759 | -28366 | -549271 | -422587 | -549271 |
Avg Bars in Trades | 37 | 34 | 39 | 37 | 34 | 39 |
Avg Bars in Winners | 58 | 52 | 64 | 58 | 52 | 64 |
Avg Bars in Losers | 18 | 20 | 17 | 18 | 20 | 17 |
Bars Traded | 7169 | 3295 | 3874 | 7169 | 3295 | 3874 |
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 | -35195 | -64056 | -415568 | 304140 | 275038 | -401115 |
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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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