Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1026309.7005 | 988897.2311 | 37412.4694 | 723105.331 | 476978.4083 | 246126.9226 |
Total P&L (%) | 1026.3097 | 988.8972 | 37.4125 | 723.1053 | 476.9784 | 246.1269 |
Avg Daily Profit (%) | 0.5664 | 0.5458 | 0.0206 | 0.1164 | 0.0968 | 0.0685 |
Buy And Hold Return (%) | 268.9607 | 268.9607 | 268.9607 | 268.9607 | 268.9607 | 268.9607 |
Max Trade Drawdown | -140070 | -110991 | -51505 | -3063689 | -1932286 | -1261196 |
Profit Factor | 2.7056 | 3.178 | 1.2533 | 1.1083 | 1.098 | 1.136 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 40 | 31.9149 | 47.9167 | 40 | 31.9149 | 47.9167 |
Ratio Avg Win / Avg Loss | 4.0583 | 6.7798 | 1.3623 | 1.6625 | 2.3425 | 1.2348 |
Largest Winning Trade | 568171 | 568171 | 23284 | 1200338 | 1200338 | 613568 |
Largest Losing Trade | -32854 | -32854 | -19884 | -834960 | -834960 | -465348 |
Avg Bars in Trades | 219 | 363 | 79 | 219 | 363 | 79 |
Avg Bars in Winners | 371 | 771 | 109 | 371 | 771 | 109 |
Avg Bars in Losers | 118 | 172 | 50 | 118 | 172 | 50 |
Bars Traded | 20874 | 17081 | 3793 | 20874 | 17081 | 3793 |
Profit Streak | 0 | 101.9848 | 0 | 0 | 101.9848 | 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 | 371153 | 293965 | -331976 | -144444 | -190128 | -338794 |
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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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