Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802911.1665 | 576383.9154 | 226527.2511 | 5386043.5643 | 2225942.4278 | 3160101.1366 |
Total P&L (%) | 802.9112 | 576.3839 | 226.5273 | 5386.0436 | 2225.9424 | 3160.1011 |
Avg Daily Profit (%) | 0.4962 | 0.3562 | 0.14 | 0.2478 | 0.1947 | 0.2156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104110 | -83249 | -91279 | -6436697 | -5685633 | -1918815 |
Profit Factor | 1.9321 | 2.2732 | 1.5543 | 1.2621 | 1.1842 | 1.3735 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 100 | 56 | 44 | 100 | 56 | 44 |
Profitability (%) | 45.6522 | 39.1304 | 52.1739 | 45.6522 | 39.1304 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.3002 | 3.5361 | 1.4248 | 1.5025 | 1.842 | 1.259 |
Largest Winning Trade | 245633 | 245633 | 51475 | 4069724 | 4069724 | 2276566 |
Largest Losing Trade | -42598 | -36362 | -42598 | -2355944 | -2355944 | -1620724 |
Avg Bars in Trades | 101 | 100 | 102 | 101 | 100 | 102 |
Avg Bars in Winners | 144 | 156 | 135 | 144 | 156 | 135 |
Avg Bars in Losers | 66 | 65 | 67 | 66 | 65 | 67 |
Bars Traded | 18754 | 9289 | 9465 | 18754 | 9289 | 9465 |
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 | 486419 | 329941 | -4523 | 312579 | -13373 | 312382 |
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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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