Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504635.9847 | 377731.3383 | 126904.6464 | 1825705.9563 | 952407.4217 | 873298.5346 |
Total P&L (%) | 504.636 | 377.7313 | 126.9046 | 1825.706 | 952.4074 | 873.2985 |
Avg Daily Profit (%) | 0.2965 | 0.2219 | 0.0746 | 0.1739 | 0.1384 | 0.1338 |
Buy And Hold Return (%) | 93.2845 | 93.2845 | 93.2845 | 93.2845 | 93.2845 | 93.2845 |
Max Trade Drawdown | -73049 | -62408 | -48095 | -2133876 | -1702996 | -681494 |
Profit Factor | 1.6776 | 1.9337 | 1.373 | 1.1673 | 1.1539 | 1.1849 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Profitability (%) | 52.0202 | 51.5152 | 52.5253 | 52.0202 | 51.5152 | 52.5253 |
Ratio Avg Win / Avg Loss | 1.5473 | 1.82 | 1.241 | 1.0766 | 1.086 | 1.0709 |
Largest Winning Trade | 82213 | 82213 | 32633 | 765419 | 765419 | 634590 |
Largest Losing Trade | -41232 | -41232 | -34528 | -477139 | -396757 | -477139 |
Avg Bars in Trades | 16 | 23 | 10 | 16 | 23 | 10 |
Avg Bars in Winners | 17 | 23 | 11 | 17 | 23 | 11 |
Avg Bars in Losers | 16 | 24 | 8 | 16 | 24 | 8 |
Bars Traded | 3348 | 2339 | 1009 | 3348 | 2339 | 1009 |
Profit Streak | 0 | 31.5973 | 0 | 0 | 31.5973 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452037 | 360962 | -146197 | -27111 | -58402 | -30875 |
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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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