Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002951.9151 | 876929.0464 | 126022.8687 | 9464270.5736 | 6225198.2763 | 3239072.2973 |
Total P&L (%) | 1002.9519 | 876.929 | 126.0229 | 9464.2706 | 6225.1983 | 3239.0723 |
Avg Daily Profit (%) | 0.5411 | 0.4731 | 0.068 | 0.2464 | 0.224 | 0.1895 |
Buy And Hold Return (%) | 131.7881 | 131.7881 | 131.7881 | 131.7881 | 131.7881 | 131.7881 |
Max Trade Drawdown | -100227 | -58198 | -59780 | -11654200 | -5963516 | -7994792 |
Profit Factor | 2.9176 | 4.8837 | 1.424 | 1.3284 | 1.4447 | 1.2185 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 36.4583 | 41.6667 | 31.25 | 36.4583 | 41.6667 | 31.25 |
Ratio Avg Win / Avg Loss | 5.0849 | 6.8372 | 3.1328 | 2.3152 | 2.0226 | 2.6808 |
Largest Winning Trade | 392040 | 392040 | 75469 | 6387758 | 6387758 | 5232019 |
Largest Losing Trade | -32417 | -23508 | -32417 | -4367386 | -1308660 | -4367386 |
Avg Bars in Trades | 74 | 71 | 78 | 74 | 71 | 78 |
Avg Bars in Winners | 150 | 124 | 185 | 150 | 124 | 185 |
Avg Bars in Losers | 31 | 33 | 30 | 31 | 33 | 30 |
Bars Traded | 7186 | 3412 | 3774 | 7186 | 3412 | 3774 |
Profit Streak | 0 | 0 | 48.6464 | 0 | 0 | 48.6464 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414500 | 529168 | -272616 | 172514 | 258120 | 72145 |
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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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