Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963964.9894 | 822545.4199 | 141419.5695 | 9112358.9789 | 5843304.8305 | 3269054.1484 |
Total P&L (%) | 963.965 | 822.5454 | 141.4196 | 9112.359 | 5843.3048 | 3269.0541 |
Avg Daily Profit (%) | 0.5217 | 0.4452 | 0.0765 | 0.2451 | 0.2213 | 0.1905 |
Buy And Hold Return (%) | 168.8701 | 168.8701 | 168.8701 | 168.8701 | 168.8701 | 168.8701 |
Max Trade Drawdown | -101726 | -73936 | -102173 | -19313541 | -11513619 | -11213876 |
Profit Factor | 2.3751 | 3.5256 | 1.3768 | 1.21 | 1.2806 | 1.1449 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Profitability (%) | 31.8436 | 32.2222 | 31.4607 | 31.8436 | 32.2222 | 31.4607 |
Ratio Avg Win / Avg Loss | 5.0836 | 7.4158 | 2.9995 | 2.5899 | 2.6938 | 2.4942 |
Largest Winning Trade | 295320 | 295320 | 74776 | 10652178 | 10652178 | 6956148 |
Largest Losing Trade | -23795 | -19691 | -23795 | -3096278 | -2480269 | -3096278 |
Avg Bars in Trades | 30 | 28 | 31 | 30 | 28 | 31 |
Avg Bars in Winners | 74 | 71 | 76 | 74 | 71 | 76 |
Avg Bars in Losers | 9 | 8 | 11 | 9 | 8 | 11 |
Bars Traded | 5427 | 2604 | 2823 | 5427 | 2604 | 2823 |
Profit Streak | 0 | 0 | 43.8241 | 0 | 0 | 43.8241 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 299778 | 304179 | -261840 | 106018 | 84499 | -59082 |
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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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