Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791838.1242 | 639090.2162 | 152747.908 | 5247880.8762 | -1300596.14 | 6548477.0162 |
Total P&L (%) | 791.8381 | 639.0902 | 152.7479 | 5247.8809 | -1300.5961 | 6548.477 |
Avg Daily Profit (%) | 0.4268 | 0.3444 | 0.0823 | 0.2147 | 0 | 0.2264 |
Buy And Hold Return (%) | 15.7211 | 15.7211 | 15.7211 | 15.7211 | 15.7211 | 15.7211 |
Max Trade Drawdown | -94486 | -84119 | -56245 | -10947514 | -9213747 | -4362161 |
Profit Factor | 2.1793 | 2.9493 | 1.4445 | 1.1239 | 0.9415 | 1.3253 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Profitability (%) | 35.7576 | 34.9398 | 36.5854 | 35.7576 | 34.9398 | 36.5854 |
Ratio Avg Win / Avg Loss | 3.9153 | 5.4918 | 2.5039 | 2.0193 | 1.7531 | 2.2972 |
Largest Winning Trade | 283349 | 283349 | 65366 | 5391540 | 5391540 | 3785996 |
Largest Losing Trade | -26256 | -14828 | -26256 | -2574313 | -1657352 | -2574313 |
Avg Bars in Trades | 65 | 59 | 71 | 65 | 59 | 71 |
Avg Bars in Winners | 125 | 112 | 138 | 125 | 112 | 138 |
Avg Bars in Losers | 31 | 31 | 32 | 31 | 31 | 32 |
Bars Traded | 10771 | 4940 | 5831 | 10771 | 4940 | 5831 |
Profit Streak | 0 | 0 | 34.6294 | 0 | 0 | 34.6294 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340114 | 313763 | -90098 | -79597 | -584188 | 17302 |
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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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