Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 985481.4382 | 826777.4624 | 158703.9758 | 23212740.1038 | 20932448.3925 | 2280291.7113 |
Total P&L (%) | 985.4814 | 826.7775 | 158.704 | 23212.7401 | 20932.4484 | 2280.2917 |
Avg Daily Profit (%) | 0.394 | 0.3306 | 0.0635 | 0.2182 | 0.2141 | 0.1268 |
Buy And Hold Return (%) | 703.5644 | 703.5644 | 703.5644 | 703.5644 | 703.5644 | 703.5644 |
Max Trade Drawdown | -62236 | -58405 | -56625 | -4255377 | -2660656 | -5274784 |
Profit Factor | 3.1276 | 4.7779 | 1.6495 | 2.225 | 3.3717 | 1.2252 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 49.0566 | 47.1698 | 50.9434 | 49.0566 | 47.1698 | 50.9434 |
Ratio Avg Win / Avg Loss | 3.2479 | 5.3512 | 1.5884 | 2.3106 | 3.7763 | 1.1799 |
Largest Winning Trade | 330733 | 330733 | 52521 | 10672816 | 10672816 | 2606401 |
Largest Losing Trade | -56625 | -20294 | -56625 | -4080019 | -1568958 | -4080019 |
Avg Bars in Trades | 92 | 90 | 93 | 92 | 90 | 93 |
Avg Bars in Winners | 133 | 135 | 131 | 133 | 135 | 131 |
Avg Bars in Losers | 52 | 50 | 54 | 52 | 50 | 54 |
Bars Traded | 9786 | 4818 | 4968 | 9786 | 4818 | 4968 |
Profit Streak | 0 | 0 | 162.6917 | 0 | 0 | 162.6917 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25528 | -275664 | -449819 | 444344 | -166550 | -205530 |
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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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