Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845583.2703 | 756158.428 | 89424.8422 | 1920848.6632 | 1374690.604 | 546158.0592 |
Total P&L (%) | 845.5833 | 756.1584 | 89.4248 | 1920.8487 | 1374.6906 | 546.1581 |
Avg Daily Profit (%) | 0.3378 | 0.3021 | 0.0357 | 0.1202 | 0.1076 | 0.0746 |
Buy And Hold Return (%) | 253.9619 | 253.9619 | 253.9619 | 253.9619 | 253.9619 | 253.9619 |
Max Trade Drawdown | -116750 | -86175 | -74266 | -400048 | -376823 | -232142 |
Profit Factor | 1.8784 | 2.4029 | 1.2111 | 1.711 | 1.914 | 1.4561 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 87 | 39 | 48 | 87 | 39 | 48 |
Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Profitability (%) | 44.8454 | 40.2062 | 49.4845 | 44.8454 | 40.2062 | 49.4845 |
Ratio Avg Win / Avg Loss | 2.3102 | 3.5735 | 1.2363 | 2.1044 | 2.8464 | 1.4864 |
Largest Winning Trade | 434643 | 434643 | 36384 | 979355 | 979355 | 283914 |
Largest Losing Trade | -47533 | -40059 | -47533 | -232142 | -177420 | -232142 |
Avg Bars in Trades | 76 | 79 | 72 | 76 | 79 | 72 |
Avg Bars in Winners | 101 | 110 | 95 | 101 | 110 | 95 |
Avg Bars in Losers | 55 | 59 | 50 | 55 | 59 | 50 |
Bars Traded | 14751 | 7725 | 7025 | 14751 | 7725 | 7025 |
Profit Streak | 0 | 46.1044 | 0 | 0 | 46.1044 | 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 | 323060 | 245160 | -311910 | -29927 | -49952 | -98315 |
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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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