Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980293.8577 | 875022.1898 | 105271.6679 | 4819092.3945 | 2237142.2695 | 2581950.125 |
Total P&L (%) | 980.2939 | 875.0222 | 105.2717 | 4819.0924 | 2237.1423 | 2581.9501 |
Avg Daily Profit (%) | 0.5197 | 0.4639 | 0.0558 | 0.2067 | 0.1672 | 0.1745 |
Buy And Hold Return (%) | 252.7882 | 252.7882 | 252.7882 | 252.7882 | 252.7882 | 252.7882 |
Max Trade Drawdown | -75240 | -62332 | -70197 | -4212138 | -3538985 | -2534152 |
Profit Factor | 2.892 | 4.4659 | 1.3963 | 1.2152 | 1.1856 | 1.2499 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 36.5591 | 30.4348 | 42.5532 | 36.5591 | 30.4348 | 42.5532 |
Ratio Avg Win / Avg Loss | 5.0185 | 10.2078 | 1.885 | 2.1088 | 2.7098 | 1.6873 |
Largest Winning Trade | 377483 | 377483 | 59580 | 4001870 | 4001870 | 2486566 |
Largest Losing Trade | -29600 | -16797 | -29600 | -1234975 | -1131580 | -1234975 |
Avg Bars in Trades | 239 | 209 | 268 | 239 | 209 | 268 |
Avg Bars in Winners | 453 | 410 | 484 | 453 | 410 | 484 |
Avg Bars in Losers | 115 | 121 | 108 | 115 | 121 | 108 |
Bars Traded | 22243 | 9639 | 12604 | 22243 | 9639 | 12604 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323344 | 268565 | -285209 | 136554 | -15080 | 212168 |
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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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