Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918200.5416 | 824266.7202 | 93933.8215 | 6352182.9624 | 5641109.6661 | 711073.2963 |
Total P&L (%) | 918.2005 | 824.2667 | 93.9338 | 6352.183 | 5641.1097 | 711.0733 |
Avg Daily Profit (%) | 0.3673 | 0.3297 | 0.0376 | 0.1668 | 0.1621 | 0.0838 |
Buy And Hold Return (%) | 762.3281 | 762.3281 | 762.3281 | 762.3281 | 762.3281 | 762.3281 |
Max Trade Drawdown | -153092 | -116736 | -74747 | -3562392 | -2633816 | -1893886 |
Profit Factor | 2.0236 | 2.7923 | 1.2149 | 1.3777 | 1.6391 | 1.089 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Profitability (%) | 45.5959 | 44.7917 | 46.3918 | 45.5959 | 44.7917 | 46.3918 |
Ratio Avg Win / Avg Loss | 2.4146 | 3.4417 | 1.4039 | 1.6439 | 2.0203 | 1.2584 |
Largest Winning Trade | 357610 | 357610 | 51562 | 2884410 | 2884410 | 1227459 |
Largest Losing Trade | -39365 | -33908 | -39365 | -1823731 | -1823731 | -1192725 |
Avg Bars in Trades | 49 | 69 | 30 | 49 | 69 | 30 |
Avg Bars in Winners | 58 | 78 | 39 | 58 | 78 | 39 |
Avg Bars in Losers | 42 | 61 | 22 | 42 | 61 | 22 |
Bars Traded | 9615 | 6631 | 2984 | 9615 | 6631 | 2984 |
Profit Streak | 34.0829 | 84.0829 | 34.0829 | 34.0829 | 84.0829 | 34.0829 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88560 | -127386 | -310078 | 349755 | 340412 | -370270 |
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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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