Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2341792.147 | 2266028.3231 | 75763.8239 | 2003088.6722 | 665988.0748 | 1337100.5974 |
Total P&L (%) | 2341.7921 | 2266.0283 | 75.7638 | 2003.0887 | 665.9881 | 1337.1006 |
Avg Daily Profit (%) | 1.1241 | 1.0877 | 0.0364 | 0.1463 | 0.0978 | 0.128 |
Buy And Hold Return (%) | 432.9196 | 432.9196 | 432.9196 | 432.9196 | 432.9196 | 432.9196 |
Max Trade Drawdown | -105435 | -89915 | -109920 | -3523629 | -3413182 | -2526221 |
Profit Factor | 3.6207 | 6.1266 | 1.1678 | 1.0858 | 1.0518 | 1.1276 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Losing Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Profitability (%) | 40.8163 | 40.8163 | 40.8163 | 40.8163 | 40.8163 | 40.8163 |
Ratio Avg Win / Avg Loss | 5.25 | 8.8836 | 1.6933 | 1.5745 | 1.5251 | 1.635 |
Largest Winning Trade | 2117287 | 2117287 | 51256 | 2393576 | 2393576 | 1197341 |
Largest Losing Trade | -39073 | -27527 | -39073 | -1403713 | -1379341 | -1403713 |
Avg Bars in Trades | 124 | 148 | 100 | 124 | 148 | 100 |
Avg Bars in Winners | 184 | 215 | 153 | 184 | 215 | 153 |
Avg Bars in Losers | 83 | 101 | 64 | 83 | 101 | 64 |
Bars Traded | 24414 | 14529 | 9885 | 24414 | 14529 | 9885 |
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 | 598500 | 608493 | -348819 | -126518 | -238302 | -107652 |
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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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