Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857274.1242 | 764074.0599 | 93200.0643 | 3880522.8672 | 4842327.7608 | -961804.8936 |
Total P&L (%) | 857.2741 | 764.0741 | 93.2001 | 3880.5229 | 4842.3278 | -961.8049 |
Avg Daily Profit (%) | 0.4705 | 0.4194 | 0.0512 | 0.2024 | 0.2143 | 0 |
Buy And Hold Return (%) | 160.6099 | 160.6099 | 160.6099 | 160.6099 | 160.6099 | 160.6099 |
Max Trade Drawdown | -109129 | -44066 | -86208 | -4400351 | -2696803 | -3208904 |
Profit Factor | 2.8162 | 4.869 | 1.3395 | 1.2949 | 1.8842 | 0.8748 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 33.3333 | 32.6531 | 34 | 33.3333 | 32.6531 | 34 |
Ratio Avg Win / Avg Loss | 5.6323 | 10.0423 | 2.6002 | 2.5898 | 3.8862 | 1.6982 |
Largest Winning Trade | 370217 | 370217 | 71593 | 3403233 | 3403233 | 1989239 |
Largest Losing Trade | -24253 | -15579 | -24253 | -1727279 | -692665 | -1727279 |
Avg Bars in Trades | 35 | 31 | 39 | 35 | 31 | 39 |
Avg Bars in Winners | 84 | 78 | 91 | 84 | 78 | 91 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 3510 | 1560 | 1950 | 3510 | 1560 | 1950 |
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 | 302365 | 338858 | -475221 | 108148 | 183133 | -764277 |
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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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