Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 954116.1683 | 805400.8908 | 148715.2775 | 10261581.7202 | 7842805.7525 | 2418775.9677 |
Total P&L (%) | 954.1162 | 805.4009 | 148.7153 | 10261.5817 | 7842.8058 | 2418.776 |
Avg Daily Profit (%) | 0.528 | 0.4457 | 0.0823 | 0.2571 | 0.2424 | 0.1787 |
Buy And Hold Return (%) | 177.7124 | 177.7124 | 177.7124 | 177.7124 | 177.7124 | 177.7124 |
Max Trade Drawdown | -89952 | -48020 | -74098 | -6804711 | -3877209 | -4473587 |
Profit Factor | 3.1233 | 4.8608 | 1.6177 | 1.4377 | 1.7185 | 1.1931 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 33.3333 | 31.25 | 35.4167 | 33.3333 | 31.25 | 35.4167 |
Ratio Avg Win / Avg Loss | 6.2465 | 10.6937 | 2.9499 | 2.8754 | 3.7807 | 2.1756 |
Largest Winning Trade | 298309 | 298309 | 74352 | 5968136 | 5534234 | 5968136 |
Largest Losing Trade | -24253 | -15579 | -24253 | -2600039 | -1989738 | -2600039 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 90 | 89 | 90 | 90 | 89 | 90 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 3505 | 1624 | 1881 | 3505 | 1624 | 1881 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341861 | 319624 | -251370 | 156135 | 160348 | -4766 |
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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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