Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836625.4216 | 682540.2084 | 154085.2132 | 9132199.1431 | 3557391.8144 | 5574807.3287 |
Total P&L (%) | 836.6254 | 682.5402 | 154.0852 | 9132.1991 | 3557.3918 | 5574.8073 |
Avg Daily Profit (%) | 0.5171 | 0.4218 | 0.0952 | 0.2801 | 0.2227 | 0.2499 |
Buy And Hold Return (%) | 21.4995 | 21.4995 | 21.4995 | 21.4995 | 21.4995 | 21.4995 |
Max Trade Drawdown | -90060 | -102690 | -66100 | -5146700 | -4852476 | -5071333 |
Profit Factor | 2.1635 | 2.7685 | 1.4626 | 1.3212 | 1.2246 | 1.4427 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Losing Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Profitability (%) | 44.385 | 45.7447 | 43.0108 | 44.385 | 45.7447 | 43.0108 |
Ratio Avg Win / Avg Loss | 2.7109 | 3.2835 | 1.938 | 1.6555 | 1.4524 | 1.9116 |
Largest Winning Trade | 156383 | 156383 | 69892 | 3311436 | 3311436 | 2457910 |
Largest Losing Trade | -39121 | -30015 | -39121 | -1863222 | -1236368 | -1863222 |
Avg Bars in Trades | 101 | 97 | 105 | 101 | 97 | 105 |
Avg Bars in Winners | 163 | 161 | 165 | 163 | 161 | 165 |
Avg Bars in Losers | 52 | 44 | 59 | 52 | 44 | 59 |
Bars Traded | 18995 | 9207 | 9788 | 18995 | 9207 | 9788 |
Profit Streak | 0 | 0 | 492.008 | 0 | 0 | 492.008 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491731 | 477324 | -66081 | 318322 | 212286 | 291306 |
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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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