Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611352.5322 | 511156.1552 | 100196.3771 | 1283233.4943 | 150669.2225 | 1132564.2718 |
Total P&L (%) | 611.3525 | 511.1562 | 100.1964 | 1283.2335 | 150.6692 | 1132.5643 |
Avg Daily Profit (%) | 0.2935 | 0.2454 | 0.0481 | 0.1262 | 0.0441 | 0.1206 |
Buy And Hold Return (%) | 51.0724 | 51.0724 | 51.0724 | 51.0724 | 51.0724 | 51.0724 |
Max Trade Drawdown | -134893 | -111847 | -108744 | -3683593 | -3039975 | -1668864 |
Profit Factor | 1.6808 | 2.1098 | 1.2291 | 1.0801 | 1.0175 | 1.1523 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 122 | 65 | 57 | 122 | 65 | 57 |
Profitability (%) | 38.3838 | 34.3434 | 42.4242 | 38.3838 | 34.3434 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.6982 | 4.0334 | 1.6681 | 1.7338 | 1.9453 | 1.5638 |
Largest Winning Trade | 162615 | 162615 | 48877 | 2181647 | 2181647 | 1561747 |
Largest Losing Trade | -29078 | -29078 | -26682 | -767576 | -576606 | -767576 |
Avg Bars in Trades | 123 | 118 | 128 | 123 | 118 | 128 |
Avg Bars in Winners | 197 | 198 | 195 | 197 | 198 | 195 |
Avg Bars in Losers | 77 | 76 | 79 | 77 | 76 | 79 |
Bars Traded | 24471 | 11737 | 12733 | 24471 | 11737 | 12733 |
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 | 307439 | 218108 | -138298 | -158995 | -343639 | -86711 |
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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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