Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1804938.5035 | 1749481.2889 | 55457.2147 | 557178.5091 | 680764.0478 | -123585.5387 |
Total P&L (%) | 1804.9385 | 1749.4813 | 55.4572 | 557.1785 | 680.764 | -123.5855 |
Avg Daily Profit (%) | 0.777 | 0.7531 | 0.0239 | 0.0811 | 0.0885 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136180 | -126922 | -96203 | -1945206 | -1716473 | -979230 |
Profit Factor | 2.6384 | 4.2241 | 1.0992 | 1.0554 | 1.125 | 0.9732 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 46.4646 | 43.4343 | 49.4949 | 46.4646 | 43.4343 | 49.4949 |
Ratio Avg Win / Avg Loss | 3.0399 | 5.5011 | 1.1216 | 1.216 | 1.4652 | 0.9931 |
Largest Winning Trade | 1572907 | 1572907 | 80826 | 1363403 | 1363403 | 733346 |
Largest Losing Trade | -43292 | -43292 | -36127 | -514195 | -514195 | -376736 |
Avg Bars in Trades | 34 | 29 | 38 | 34 | 29 | 38 |
Avg Bars in Winners | 51 | 43 | 57 | 51 | 43 | 57 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 6745 | 2925 | 3820 | 6745 | 2925 | 3820 |
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 | 635878 | 627314 | -273830 | -244198 | -159941 | -581264 |
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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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