Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665911.3628 | 582010.7098 | 83900.6531 | 2054123.9104 | 1275781.5006 | 778342.4098 |
Total P&L (%) | 665.9114 | 582.0107 | 83.9007 | 2054.1239 | 1275.7815 | 778.3424 |
Avg Daily Profit (%) | 0.4116 | 0.3597 | 0.0519 | 0.1899 | 0.1622 | 0.1344 |
Buy And Hold Return (%) | 22.4676 | 22.4676 | 22.4676 | 22.4676 | 22.4676 | 22.4676 |
Max Trade Drawdown | -121943 | -102582 | -94259 | -1334954 | -1608217 | -1058162 |
Profit Factor | 1.7589 | 2.2566 | 1.2025 | 1.1918 | 1.2219 | 1.1569 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Profitability (%) | 35.3535 | 36.3636 | 34.3434 | 35.3535 | 36.3636 | 34.3434 |
Ratio Avg Win / Avg Loss | 3.2162 | 3.9491 | 2.2989 | 2.1793 | 2.1383 | 2.2118 |
Largest Winning Trade | 173311 | 173311 | 59116 | 950236 | 950236 | 513869 |
Largest Losing Trade | -30649 | -30649 | -23302 | -555419 | -555419 | -347531 |
Avg Bars in Trades | 95 | 97 | 94 | 95 | 97 | 94 |
Avg Bars in Winners | 162 | 169 | 154 | 162 | 169 | 154 |
Avg Bars in Losers | 59 | 56 | 62 | 59 | 56 | 62 |
Bars Traded | 19004 | 9667 | 9337 | 19004 | 9667 | 9337 |
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 | 306779 | 291780 | -131904 | -5140 | 102187 | -66364 |
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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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