Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860529.8108 | 760300.8832 | 100228.9276 | 6904831.7361 | 2712980.8774 | 4191850.8588 |
Total P&L (%) | 860.5298 | 760.3009 | 100.2289 | 6904.8317 | 2712.9809 | 4191.8509 |
Avg Daily Profit (%) | 0.4707 | 0.4159 | 0.0548 | 0.2327 | 0.1827 | 0.2059 |
Buy And Hold Return (%) | 854.4815 | 854.4815 | 854.4815 | 854.4815 | 854.4815 | 854.4815 |
Max Trade Drawdown | -125495 | -129245 | -59366 | -8537113 | -5509456 | -5306107 |
Profit Factor | 2.4496 | 3.4817 | 1.3489 | 1.2287 | 1.169 | 1.2966 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 51.9231 | 51.9231 | 51.9231 | 51.9231 | 51.9231 | 51.9231 |
Ratio Avg Win / Avg Loss | 2.2682 | 3.2238 | 1.249 | 1.1377 | 1.0824 | 1.2006 |
Largest Winning Trade | 252274 | 252274 | 52754 | 4377406 | 2011169 | 4377406 |
Largest Losing Trade | -32287 | -26735 | -32287 | -3360711 | -2023944 | -3360711 |
Avg Bars in Trades | 48 | 44 | 53 | 48 | 44 | 53 |
Avg Bars in Winners | 58 | 57 | 59 | 58 | 57 | 59 |
Avg Bars in Losers | 38 | 31 | 45 | 38 | 31 | 45 |
Bars Traded | 5086 | 2327 | 2759 | 5086 | 2327 | 2759 |
Profit Streak | 0 | 94.4189 | 0 | 0 | 94.4189 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148029 | -328081 | -464900 | 305701 | -208575 | -173072 |
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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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