Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886743.5106 | 746118.4337 | 140625.0769 | 6598995.2384 | 4478825.1638 | 2120170.0746 |
Total P&L (%) | 886.7435 | 746.1184 | 140.6251 | 6598.9952 | 4478.8252 | 2120.1701 |
Avg Daily Profit (%) | 0.3543 | 0.2981 | 0.0562 | 0.1681 | 0.1529 | 0.1239 |
Buy And Hold Return (%) | 266.3327 | 266.3327 | 266.3327 | 266.3327 | 266.3327 | 266.3327 |
Max Trade Drawdown | -71040 | -94271 | -36166 | -3578375 | -2837949 | -1097036 |
Profit Factor | 2.2066 | 2.6919 | 1.4785 | 1.5831 | 1.5892 | 1.5706 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 42.4419 | 39.5349 | 45.3488 | 42.4419 | 39.5349 | 45.3488 |
Ratio Avg Win / Avg Loss | 2.9925 | 4.117 | 1.7817 | 2.1469 | 2.4306 | 1.8927 |
Largest Winning Trade | 381329 | 381329 | 45537 | 4626036 | 4626036 | 1077325 |
Largest Losing Trade | -39904 | -39904 | -23865 | -2327330 | -2327330 | -677612 |
Avg Bars in Trades | 42 | 46 | 38 | 42 | 46 | 38 |
Avg Bars in Winners | 62 | 64 | 60 | 62 | 64 | 60 |
Avg Bars in Losers | 28 | 34 | 21 | 28 | 34 | 21 |
Bars Traded | 7302 | 3958 | 3344 | 7302 | 3958 | 3344 |
Profit Streak | 0 | 0 | 90.6391 | 0 | 0 | 90.6391 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313150 | 227881 | -282962 | 311471 | 223334 | -25868 |
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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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