Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 880970.5403 | 713500.0569 | 167470.4833 | 5585626.4962 | 211976.1144 | 5373650.3818 |
Total P&L (%) | 880.9705 | 713.5001 | 167.4705 | 5585.6265 | 211.9761 | 5373.6504 |
Avg Daily Profit (%) | 0.423 | 0.3426 | 0.0804 | 0.1942 | 0.0546 | 0.1924 |
Buy And Hold Return (%) | 102.5688 | 102.5688 | 102.5688 | 102.5688 | 102.5688 | 102.5688 |
Max Trade Drawdown | -85407 | -77010 | -96446 | -4613354 | -5059039 | -1991975 |
Profit Factor | 2.4702 | 3.3266 | 1.5725 | 1.2232 | 1.0147 | 1.5055 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 38.5965 | 33.3333 | 43.8596 | 38.5965 | 33.3333 | 43.8596 |
Ratio Avg Win / Avg Loss | 3.9299 | 6.6532 | 2.0128 | 1.946 | 2.0295 | 1.927 |
Largest Winning Trade | 324097 | 324097 | 49010 | 3751424 | 3751424 | 2198391 |
Largest Losing Trade | -28878 | -22109 | -28878 | -1622161 | -1520802 | -1622161 |
Avg Bars in Trades | 214 | 196 | 233 | 214 | 196 | 233 |
Avg Bars in Winners | 355 | 339 | 367 | 355 | 339 | 367 |
Avg Bars in Losers | 126 | 124 | 127 | 126 | 124 | 127 |
Bars Traded | 24470 | 11180 | 13290 | 24470 | 11180 | 13290 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378715 | -171226 | -274502 | 164958 | -516414 | -172019 |
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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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