Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780230.5323 | 706795.4279 | 73435.1043 | 1407513.7052 | 1144353.1849 | 263160.5203 |
Total P&L (%) | 780.2305 | 706.7954 | 73.4351 | 1407.5137 | 1144.3532 | 263.1605 |
Avg Daily Profit (%) | 0.3745 | 0.3393 | 0.0352 | 0.1303 | 0.1211 | 0.0619 |
Buy And Hold Return (%) | 72.1973 | 72.1973 | 72.1973 | 72.1973 | 72.1973 | 72.1973 |
Max Trade Drawdown | -133355 | -81173 | -182999 | -1381504 | -702000 | -1173649 |
Profit Factor | 1.703 | 2.3919 | 1.122 | 1.2038 | 1.3408 | 1.0741 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 51.3089 | 47.3684 | 55.2083 | 51.3089 | 47.3684 | 55.2083 |
Ratio Avg Win / Avg Loss | 1.6161 | 2.6577 | 0.9103 | 1.1423 | 1.4898 | 0.8715 |
Largest Winning Trade | 197911 | 197911 | 67818 | 562209 | 562209 | 483401 |
Largest Losing Trade | -42670 | -42670 | -39428 | -564688 | -361872 | -564688 |
Avg Bars in Trades | 128 | 109 | 148 | 128 | 109 | 148 |
Avg Bars in Winners | 164 | 142 | 181 | 164 | 142 | 181 |
Avg Bars in Losers | 91 | 78 | 107 | 91 | 78 | 107 |
Bars Traded | 24621 | 10376 | 14245 | 24621 | 10376 | 14245 |
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 | 501338 | 448582 | -393913 | -17976 | -31925 | -253050 |
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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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