Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 894901.1462 | 811000.2194 | 83900.9268 | 3036043.4036 | 1537985.2572 | 1498058.1465 |
Total P&L (%) | 894.9011 | 811.0002 | 83.9009 | 3036.0434 | 1537.9853 | 1498.0581 |
Avg Daily Profit (%) | 0.483 | 0.4377 | 0.0453 | 0.1861 | 0.151 | 0.1497 |
Buy And Hold Return (%) | 227.8418 | 227.8418 | 227.8418 | 227.8418 | 227.8418 | 227.8418 |
Max Trade Drawdown | -115323 | -67669 | -70980 | -2363150 | -1698685 | -1702778 |
Profit Factor | 2.4275 | 3.8056 | 1.2483 | 1.3268 | 1.3184 | 1.3359 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 34.0206 | 34.6939 | 33.3333 | 34.0206 | 34.6939 | 33.3333 |
Ratio Avg Win / Avg Loss | 4.7078 | 7.1634 | 2.4967 | 2.5732 | 2.4817 | 2.6718 |
Largest Winning Trade | 395608 | 395608 | 72726 | 1630613 | 1630613 | 1628482 |
Largest Losing Trade | -38100 | -22753 | -38100 | -757707 | -757707 | -669818 |
Avg Bars in Trades | 224 | 216 | 233 | 224 | 216 | 233 |
Avg Bars in Winners | 481 | 447 | 518 | 481 | 447 | 518 |
Avg Bars in Losers | 92 | 94 | 90 | 92 | 94 | 90 |
Bars Traded | 21824 | 10624 | 11200 | 21824 | 10624 | 11200 |
Profit Streak | 0 | 0 | 49.3088 | 0 | 0 | 49.3088 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 246211 | 306662 | -303160 | 119595 | 104537 | 89474 |
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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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