Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1603913.8735 | 1588443.0124 | 15470.8612 | 13978.6503 | -43222.7937 | 57201.444 |
Total P&L (%) | 1603.9139 | 1588.443 | 15.4709 | 13.9787 | -43.2228 | 57.2014 |
Avg Daily Profit (%) | 0.8935 | 0.8849 | 0.0086 | 0.0073 | -0.0315 | 0.0252 |
Buy And Hold Return (%) | 346.4646 | 346.4646 | 346.4646 | 346.4646 | 346.4646 | 346.4646 |
Max Trade Drawdown | -147335 | -159424 | -176393 | -190665 | -292543 | -159044 |
Profit Factor | 2.861 | 4.783 | 1.035 | 1.0148 | 0.92 | 1.1419 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Profitability (%) | 39.1753 | 38.1443 | 40.2062 | 39.1753 | 38.1443 | 40.2062 |
Ratio Avg Win / Avg Loss | 4.4421 | 7.7562 | 1.5392 | 1.5756 | 1.4919 | 1.6982 |
Largest Winning Trade | 1335630 | 1335630 | 52688 | 116086 | 116086 | 69262 |
Largest Losing Trade | -96144 | -44007 | -96144 | -94679 | -80151 | -94679 |
Avg Bars in Trades | 108 | 100 | 116 | 108 | 100 | 116 |
Avg Bars in Winners | 189 | 176 | 202 | 189 | 176 | 202 |
Avg Bars in Losers | 56 | 53 | 58 | 56 | 53 | 58 |
Bars Traded | 21063 | 9762 | 11301 | 21063 | 9762 | 11301 |
Profit Streak | 0 | 0 | 31.2472 | 0 | 0 | 31.2472 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498684 | 513615 | -531106 | -555173 | -584017 | -391383 |
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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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