Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1227454.8211 | 1208079.4793 | 19375.3419 | 1362448.4563 | 2006096.2582 | -643647.8019 |
Total P&L (%) | 1227.4548 | 1208.0795 | 19.3753 | 1362.4485 | 2006.0963 | -643.6478 |
Avg Daily Profit (%) | 0.6689 | 0.6584 | 0.0106 | 0.1463 | 0.1662 | 0 |
Buy And Hold Return (%) | 591.509 | 591.509 | 591.509 | 591.509 | 591.509 | 591.509 |
Max Trade Drawdown | -172862 | -99724 | -147791 | -4344923 | -2642004 | -2053616 |
Profit Factor | 2.1984 | 3.4829 | 1.036 | 1.1053 | 1.2878 | 0.8922 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 48.4694 | 44.898 | 52.0408 | 48.4694 | 44.898 | 52.0408 |
Ratio Avg Win / Avg Loss | 2.3373 | 4.2745 | 0.9548 | 1.1751 | 1.5805 | 0.8222 |
Largest Winning Trade | 797919 | 797919 | 59530 | 1529809 | 1529809 | 829209 |
Largest Losing Trade | -56194 | -33884 | -56194 | -1584364 | -1584364 | -737303 |
Avg Bars in Trades | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Winners | 25 | 27 | 23 | 25 | 27 | 23 |
Avg Bars in Losers | 11 | 12 | 9 | 11 | 12 | 9 |
Bars Traded | 3529 | 1906 | 1622 | 3529 | 1906 | 1622 |
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 | 379777 | 360419 | -526810 | -106186 | 147850 | -580528 |
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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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