Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1233081.3314 | 1184788.2105 | 48293.1209 | 782659.3957 | 88229.1659 | 694430.2299 |
Total P&L (%) | 1233.0813 | 1184.7882 | 48.2931 | 782.6594 | 88.2292 | 694.4302 |
Avg Daily Profit (%) | 0.6536 | 0.628 | 0.0256 | 0.1155 | 0.0335 | 0.1099 |
Buy And Hold Return (%) | 223.2509 | 223.2509 | 223.2509 | 223.2509 | 223.2509 | 223.2509 |
Max Trade Drawdown | -130172 | -154499 | -22502 | -3637693 | -4031437 | -513666 |
Profit Factor | 3.6244 | 4.1488 | 1.516 | 1.097 | 1.0132 | 1.5082 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 59.3407 | 55.5556 | 63.0435 | 59.3407 | 55.5556 | 63.0435 |
Ratio Avg Win / Avg Loss | 2.4834 | 3.3191 | 0.8887 | 0.7517 | 0.8105 | 0.8841 |
Largest Winning Trade | 979343 | 979343 | 12107 | 2551390 | 2551390 | 429391 |
Largest Losing Trade | -51879 | -51879 | -12381 | -1755209 | -1755209 | -513666 |
Avg Bars in Trades | 110 | 210 | 12 | 110 | 210 | 12 |
Avg Bars in Winners | 123 | 254 | 11 | 123 | 254 | 11 |
Avg Bars in Losers | 91 | 156 | 14 | 91 | 156 | 14 |
Bars Traded | 10066 | 9476 | 590 | 10066 | 9476 | 590 |
Profit Streak | 0 | 198.7823 | 0 | 0 | 198.7823 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 690111 | 688177 | -322675 | -155053 | -520206 | -47126 |
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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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