Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1446699.5721 | 1393514.0555 | 53185.5167 | 519109.2307 | 380418.4827 | 138690.748 |
Total P&L (%) | 1446.6996 | 1393.5141 | 53.1855 | 519.1092 | 380.4185 | 138.6907 |
Avg Daily Profit (%) | 0.778 | 0.7494 | 0.0286 | 0.0981 | 0.0844 | 0.0468 |
Buy And Hold Return (%) | 50.6263 | 50.6263 | 50.6263 | 50.6263 | 50.6263 | 50.6263 |
Max Trade Drawdown | -99166 | -78723 | -79144 | -960243 | -762916 | -538309 |
Profit Factor | 2.9127 | 4.6763 | 1.141 | 1.1095 | 1.16 | 1.0586 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Losing Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Profitability (%) | 42.0513 | 42.8571 | 41.2371 | 42.0513 | 42.8571 | 41.2371 |
Ratio Avg Win / Avg Loss | 4.0139 | 6.2351 | 1.6259 | 1.5289 | 1.5467 | 1.5085 |
Largest Winning Trade | 1378950 | 1378950 | 67344 | 776615 | 776615 | 343322 |
Largest Losing Trade | -27371 | -27371 | -27233 | -226837 | -222034 | -226837 |
Avg Bars in Trades | 111 | 100 | 121 | 111 | 100 | 121 |
Avg Bars in Winners | 185 | 161 | 210 | 185 | 161 | 210 |
Avg Bars in Losers | 57 | 55 | 59 | 57 | 55 | 59 |
Bars Traded | 21669 | 9868 | 11801 | 21669 | 9868 | 11801 |
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 | 592897 | 619939 | -372784 | -162688 | -126680 | -292376 |
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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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