Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797902.8374 | 669387.6684 | 128515.169 | 5004382.0072 | 3022430.853 | 1981951.1542 |
Total P&L (%) | 797.9028 | 669.3877 | 128.5152 | 5004.382 | 3022.4309 | 1981.9512 |
Avg Daily Profit (%) | 0.4931 | 0.4137 | 0.0794 | 0.2434 | 0.2129 | 0.1878 |
Buy And Hold Return (%) | 22.817 | 22.817 | 22.817 | 22.817 | 22.817 | 22.817 |
Max Trade Drawdown | -97957 | -110423 | -95399 | -2655188 | -2542881 | -1456403 |
Profit Factor | 1.9437 | 2.4219 | 1.343 | 1.3296 | 1.341 | 1.3136 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 39.4872 | 36.7347 | 42.268 | 39.4872 | 36.7347 | 42.268 |
Ratio Avg Win / Avg Loss | 2.9787 | 4.1711 | 1.8343 | 2.0376 | 2.3096 | 1.7942 |
Largest Winning Trade | 177630 | 177630 | 59672 | 2634017 | 2634017 | 826685 |
Largest Losing Trade | -33289 | -28720 | -33289 | -1203137 | -1203137 | -995682 |
Avg Bars in Trades | 97 | 97 | 97 | 97 | 97 | 97 |
Avg Bars in Winners | 160 | 177 | 145 | 160 | 177 | 145 |
Avg Bars in Losers | 56 | 50 | 62 | 56 | 50 | 62 |
Bars Traded | 18945 | 9516 | 9429 | 18945 | 9516 | 9429 |
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 | 402031 | 324981 | -89658 | 241809 | 149121 | 212739 |
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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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