Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1276422.6782 | 1212294.5972 | 64128.0811 | 1498768.788 | 710924.1972 | 787844.5908 |
Total P&L (%) | 1276.4227 | 1212.2946 | 64.1281 | 1498.7688 | 710.9242 | 787.8446 |
Avg Daily Profit (%) | 0.6758 | 0.6419 | 0.034 | 0.1469 | 0.1109 | 0.1157 |
Buy And Hold Return (%) | 297.0028 | 297.0028 | 297.0028 | 297.0028 | 297.0028 | 297.0028 |
Max Trade Drawdown | -83188 | -66805 | -73904 | -3819170 | -2806157 | -1696275 |
Profit Factor | 2.7334 | 4.3865 | 1.1695 | 1.1082 | 1.0939 | 1.1255 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 52.0202 | 49.4949 | 54.5455 | 52.0202 | 49.4949 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.5211 | 4.476 | 0.9746 | 1.0221 | 1.1162 | 0.9379 |
Largest Winning Trade | 1029735 | 1029735 | 56736 | 1485599 | 1485599 | 783084 |
Largest Losing Trade | -51377 | -31526 | -51377 | -1596146 | -1596146 | -772404 |
Avg Bars in Trades | 36 | 30 | 43 | 36 | 30 | 43 |
Avg Bars in Winners | 52 | 41 | 62 | 52 | 41 | 62 |
Avg Bars in Losers | 20 | 18 | 21 | 20 | 18 | 21 |
Bars Traded | 7314 | 2976 | 4338 | 7314 | 2976 | 4338 |
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 | 599789 | 594830 | -348791 | -98106 | -166588 | -125467 |
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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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