Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1028964.5056 | 909981.5211 | 118982.9845 | 13916842.5894 | 11070150.7733 | 2846691.8161 |
Total P&L (%) | 1028.9645 | 909.9815 | 118.983 | 13916.8426 | 11070.1508 | 2846.6918 |
Avg Daily Profit (%) | 0.421 | 0.3723 | 0.0487 | 0.2024 | 0.1931 | 0.1385 |
Buy And Hold Return (%) | 4569.0863 | 4569.0863 | 4569.0863 | 4569.0863 | 4569.0863 | 4569.0863 |
Max Trade Drawdown | -115788 | -48515 | -135275 | -1888234 | -1154901 | -2171603 |
Profit Factor | 2.2318 | 4.0154 | 1.223 | 2.2512 | 4.2033 | 1.3713 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 61.875 | 65 | 58.75 | 61.875 | 65 | 58.75 |
Ratio Avg Win / Avg Loss | 1.3752 | 2.1621 | 0.8587 | 1.3871 | 2.2633 | 0.9628 |
Largest Winning Trade | 132492 | 132492 | 32392 | 3079863 | 3079863 | 1824221 |
Largest Losing Trade | -92240 | -48515 | -92240 | -1219667 | -601874 | -1219667 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 4821 | 2407 | 2414 | 4821 | 2407 | 2414 |
Profit Streak | 0 | 0 | 50.7408 | 0 | 0 | 50.7408 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150336 | -166430 | -313207 | 379437 | -6116 | -192093 |
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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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