Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750996.1898 | 689560.4287 | 61435.7611 | 624706.2609 | -25745.8097 | 650452.0706 |
Total P&L (%) | 750.9962 | 689.5604 | 61.4358 | 624.7063 | -25.7458 | 650.4521 |
Avg Daily Profit (%) | 0.3606 | 0.3311 | 0.0295 | 0.0952 | -0.0143 | 0.0968 |
Buy And Hold Return (%) | 98.9189 | 98.9189 | 98.9189 | 98.9189 | 98.9189 | 98.9189 |
Max Trade Drawdown | -166910 | -120330 | -117996 | -2166586 | -1619032 | -879079 |
Profit Factor | 1.8525 | 2.5369 | 1.1421 | 1.0989 | 0.9926 | 1.2288 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Profitability (%) | 41.8367 | 39.7959 | 43.8776 | 41.8367 | 39.7959 | 43.8776 |
Ratio Avg Win / Avg Loss | 2.5755 | 3.8379 | 1.4609 | 1.5278 | 1.5016 | 1.5717 |
Largest Winning Trade | 305155 | 305155 | 46631 | 1072375 | 1072375 | 794513 |
Largest Losing Trade | -37326 | -37326 | -32316 | -616274 | -616274 | -528760 |
Avg Bars in Trades | 126 | 124 | 127 | 126 | 124 | 127 |
Avg Bars in Winners | 174 | 168 | 179 | 174 | 168 | 179 |
Avg Bars in Losers | 91 | 96 | 86 | 91 | 96 | 86 |
Bars Traded | 24739 | 12243 | 12496 | 24739 | 12243 | 12496 |
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 | 388000 | 349716 | -386099 | -178733 | -582261 | -65480 |
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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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