Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838648.8329 | 668127.2471 | 170521.5858 | 8348769.9156 | 4942612.5964 | 3406157.3192 |
Total P&L (%) | 838.6488 | 668.1272 | 170.5216 | 8348.7699 | 4942.6126 | 3406.1573 |
Avg Daily Profit (%) | 0.4543 | 0.362 | 0.0924 | 0.2406 | 0.2126 | 0.1929 |
Buy And Hold Return (%) | 130.0616 | 130.0616 | 130.0616 | 130.0616 | 130.0616 | 130.0616 |
Max Trade Drawdown | -90593 | -63366 | -64638 | -2852870 | -2914665 | -1351559 |
Profit Factor | 2.748 | 3.6779 | 1.7405 | 1.9307 | 1.9243 | 1.9403 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 57.7982 | 50.9091 | 64.8148 | 57.7982 | 50.9091 | 64.8148 |
Ratio Avg Win / Avg Loss | 2.0065 | 3.5466 | 0.9448 | 1.4097 | 1.8555 | 1.0533 |
Largest Winning Trade | 379202 | 379202 | 51950 | 2692777 | 2692777 | 1961635 |
Largest Losing Trade | -41752 | -41752 | -35079 | -1597497 | -1597497 | -1351559 |
Avg Bars in Trades | 97 | 93 | 101 | 97 | 93 | 101 |
Avg Bars in Winners | 116 | 124 | 109 | 116 | 124 | 109 |
Avg Bars in Losers | 72 | 62 | 86 | 72 | 62 | 86 |
Bars Traded | 10633 | 5157 | 5476 | 10633 | 5157 | 5476 |
Profit Streak | 0 | 0 | 36.6543 | 0 | 0 | 36.6543 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589970 | -164932 | -315696 | 440683 | -168137 | -167040 |
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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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