Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724544.3536 | 594371.2267 | 130173.1269 | 4230764.7966 | 2193899.0704 | 2036865.7261 |
Total P&L (%) | 724.5444 | 594.3712 | 130.1731 | 4230.7648 | 2193.8991 | 2036.8657 |
Avg Daily Profit (%) | 0.4478 | 0.3673 | 0.0805 | 0.2332 | 0.1938 | 0.1894 |
Buy And Hold Return (%) | 23.4086 | 23.4086 | 23.4086 | 23.4086 | 23.4086 | 23.4086 |
Max Trade Drawdown | -69719 | -81744 | -131599 | -1248075 | -1427019 | -1583558 |
Profit Factor | 1.8321 | 2.4126 | 1.2893 | 1.3651 | 1.3592 | 1.3717 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Losing Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Profitability (%) | 46.9945 | 47.8261 | 46.1538 | 46.9945 | 47.8261 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.0664 | 2.6319 | 1.5042 | 1.5397 | 1.4828 | 1.6003 |
Largest Winning Trade | 138809 | 138809 | 75825 | 1466719 | 1466719 | 747153 |
Largest Losing Trade | -34288 | -33605 | -34288 | -707636 | -707636 | -691455 |
Avg Bars in Trades | 104 | 83 | 124 | 104 | 83 | 124 |
Avg Bars in Winners | 146 | 106 | 188 | 146 | 106 | 188 |
Avg Bars in Losers | 66 | 63 | 69 | 66 | 63 | 69 |
Bars Traded | 19040 | 7726 | 11314 | 19040 | 7726 | 11314 |
Profit Streak | 0 | 0 | 546.5355 | 0 | 0 | 546.5355 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483172 | 464781 | -85837 | 349335 | 261964 | 327902 |
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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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