Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514259.5358 | 358321.1855 | 155938.3503 | 3797160.6865 | 2261796.8865 | 1535363.8001 |
Total P&L (%) | 514.2595 | 358.3212 | 155.9384 | 3797.1607 | 2261.7969 | 1535.3638 |
Avg Daily Profit (%) | 0.2468 | 0.172 | 0.0749 | 0.176 | 0.1519 | 0.1342 |
Buy And Hold Return (%) | 61.1565 | 61.1565 | 61.1565 | 61.1565 | 61.1565 | 61.1565 |
Max Trade Drawdown | -95305 | -100971 | -18111 | -672929 | -684387 | -466596 |
Profit Factor | 2.5089 | 2.284 | 3.5249 | 2.2294 | 1.9209 | 3.4266 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 78.6325 | 77.9661 | 79.3103 | 78.6325 | 77.9661 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.6818 | 0.6455 | 0.9195 | 0.6058 | 0.5429 | 0.8939 |
Largest Winning Trade | 37625 | 37625 | 16178 | 681770 | 681770 | 502008 |
Largest Losing Trade | -54929 | -54929 | -18111 | -588741 | -588741 | -466596 |
Avg Bars in Trades | 210 | 373 | 45 | 210 | 373 | 45 |
Avg Bars in Winners | 114 | 196 | 32 | 114 | 196 | 32 |
Avg Bars in Losers | 565 | 998 | 96 | 565 | 998 | 96 |
Bars Traded | 24662 | 22027 | 2635 | 24662 | 22027 | 2635 |
Profit Streak | 0 | 0 | 73.1653 | 0 | 0 | 73.1653 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530735 | -164863 | -267870 | 489508 | -164558 | -184938 |
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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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