Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941755.7251 | 881473.8993 | 60281.8258 | 1510339.8335 | 687002.873 | 823336.9605 |
Total P&L (%) | 941.7557 | 881.4739 | 60.2818 | 1510.3398 | 687.0029 | 823.337 |
Avg Daily Profit (%) | 0.3764 | 0.3523 | 0.0241 | 0.1111 | 0.0825 | 0.0889 |
Buy And Hold Return (%) | 324.3469 | 324.3469 | 324.3469 | 324.3469 | 324.3469 | 324.3469 |
Max Trade Drawdown | -115035 | -70733 | -86905 | -4428707 | -3700118 | -1604476 |
Profit Factor | 2.4702 | 3.2177 | 1.248 | 1.105 | 1.0643 | 1.2226 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Losing Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Profitability (%) | 50.9804 | 58.8235 | 43.1373 | 50.9804 | 58.8235 | 43.1373 |
Ratio Avg Win / Avg Loss | 2.3751 | 2.2524 | 1.645 | 1.0625 | 0.745 | 1.6115 |
Largest Winning Trade | 464256 | 464256 | 34932 | 3046191 | 3046191 | 825714 |
Largest Losing Trade | -58706 | -45204 | -58706 | -2468380 | -2468380 | -780987 |
Avg Bars in Trades | 94 | 127 | 61 | 94 | 127 | 61 |
Avg Bars in Winners | 123 | 143 | 96 | 123 | 143 | 96 |
Avg Bars in Losers | 64 | 103 | 35 | 64 | 103 | 35 |
Bars Traded | 9618 | 6477 | 3141 | 9618 | 6477 | 3141 |
Profit Streak | 0 | 177.5502 | 0 | 0 | 177.5502 | 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 | 412357 | -165814 | -508310 | -150484 | -417915 | -259417 |
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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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