Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 973362.9219 | 875363.0913 | 97999.8307 | 2299439.5613 | 1997911.9358 | 301527.6255 |
Total P&L (%) | 973.3629 | 875.3631 | 97.9998 | 2299.4396 | 1997.9119 | 301.5276 |
Avg Daily Profit (%) | 0.5287 | 0.4755 | 0.0532 | 0.1728 | 0.1655 | 0.0755 |
Buy And Hold Return (%) | 164.1503 | 164.1503 | 164.1503 | 164.1503 | 164.1503 | 164.1503 |
Max Trade Drawdown | -106060 | -64223 | -68448 | -2317736 | -502139 | -1946960 |
Profit Factor | 2.5144 | 3.7907 | 1.2978 | 1.3724 | 1.7791 | 1.0835 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 44.5026 | 40.625 | 48.4211 | 44.5026 | 40.625 | 48.4211 |
Ratio Avg Win / Avg Loss | 3.1356 | 5.5402 | 1.3825 | 1.7115 | 2.6002 | 1.1542 |
Largest Winning Trade | 671247 | 671247 | 52114 | 1171993 | 1151371 | 1171993 |
Largest Losing Trade | -43045 | -20084 | -43045 | -1266624 | -258387 | -1266624 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 41 | 39 | 43 | 41 | 39 | 43 |
Avg Bars in Losers | 16 | 17 | 13 | 16 | 17 | 13 |
Bars Traded | 5236 | 2565 | 2671 | 5236 | 2565 | 2671 |
Profit Streak | 0 | 0 | 84.4698 | 0 | 0 | 84.4698 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506400 | 450821 | -287616 | 308967 | 268212 | -228797 |
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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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