Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1616195.0739 | 1597851.3608 | 18343.7131 | 446707.3399 | 95887.8946 | 350819.4453 |
Total P&L (%) | 1616.1951 | 1597.8514 | 18.3437 | 446.7073 | 95.8879 | 350.8194 |
Avg Daily Profit (%) | 0.8544 | 0.8447 | 0.0097 | 0.0898 | 0.0356 | 0.0796 |
Buy And Hold Return (%) | 109.7503 | 109.7503 | 109.7503 | 109.7503 | 109.7503 | 109.7503 |
Max Trade Drawdown | -110960 | -156980 | -77857 | -1125030 | -1497838 | -371535 |
Profit Factor | 3.2918 | 4.2696 | 1.0847 | 1.0777 | 1.0225 | 1.2354 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 89 | 34 | 55 | 89 | 34 | 55 |
Losing Trades | 110 | 65 | 45 | 110 | 65 | 45 |
Profitability (%) | 44.7236 | 34.3434 | 55 | 44.7236 | 34.3434 | 55 |
Ratio Avg Win / Avg Loss | 4.0685 | 8.1624 | 0.8875 | 1.332 | 1.9548 | 1.0107 |
Largest Winning Trade | 1349711 | 1349711 | 23840 | 1194872 | 1194872 | 189271 |
Largest Losing Trade | -39068 | -39068 | -31787 | -392924 | -392924 | -153644 |
Avg Bars in Trades | 26 | 44 | 7 | 26 | 44 | 7 |
Avg Bars in Winners | 36 | 79 | 9 | 36 | 79 | 9 |
Avg Bars in Losers | 18 | 26 | 5 | 18 | 26 | 5 |
Bars Traded | 5208 | 4427 | 781 | 5208 | 4427 | 781 |
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 | 675863 | 507065 | -474012 | -210930 | -512197 | -89231 |
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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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