Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829970.9438 | 652509.939 | 177461.0048 | 8830701.8524 | 2818917.9485 | 6011783.9039 |
Total P&L (%) | 829.9709 | 652.5099 | 177.461 | 8830.7019 | 2818.9179 | 6011.7839 |
Avg Daily Profit (%) | 0.3984 | 0.3132 | 0.0852 | 0.2159 | 0.1621 | 0.1976 |
Buy And Hold Return (%) | 106.5347 | 106.5347 | 106.5347 | 106.5347 | 106.5347 | 106.5347 |
Max Trade Drawdown | -71126 | -89653 | -120680 | -11417531 | -8955616 | -3937698 |
Profit Factor | 1.9583 | 2.3967 | 1.4449 | 1.198 | 1.1078 | 1.326 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 114 | 60 | 54 | 114 | 60 | 54 |
Profitability (%) | 41.8367 | 38.7755 | 44.898 | 41.8367 | 38.7755 | 44.898 |
Ratio Avg Win / Avg Loss | 2.7225 | 3.7843 | 1.7732 | 1.6656 | 1.7491 | 1.6274 |
Largest Winning Trade | 207587 | 207587 | 46090 | 7450121 | 7450121 | 2788127 |
Largest Losing Trade | -26047 | -26047 | -25723 | -2781813 | -2399327 | -2781813 |
Avg Bars in Trades | 126 | 123 | 129 | 126 | 123 | 129 |
Avg Bars in Winners | 202 | 205 | 199 | 202 | 205 | 199 |
Avg Bars in Losers | 71 | 71 | 72 | 71 | 71 | 72 |
Bars Traded | 24777 | 12082 | 12695 | 24777 | 12082 | 12695 |
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 | 406973 | 299876 | -88540 | 160100 | -97791 | 255399 |
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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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