Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021327.336 | 928862.3633 | 92464.9727 | 3938938.841 | 1883185.7607 | 2055753.0802 |
Total P&L (%) | 1021.3273 | 928.8624 | 92.465 | 3938.9388 | 1883.1858 | 2055.7531 |
Avg Daily Profit (%) | 0.5513 | 0.5014 | 0.0499 | 0.1999 | 0.1614 | 0.1659 |
Buy And Hold Return (%) | 220.0682 | 220.0682 | 220.0682 | 220.0682 | 220.0682 | 220.0682 |
Max Trade Drawdown | -111304 | -73974 | -123108 | -1622916 | -1867415 | -1041037 |
Profit Factor | 2.7328 | 4.8078 | 1.2677 | 1.524 | 1.4756 | 1.5779 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 43.5294 | 44.186 | 42.8571 | 43.5294 | 44.186 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.5453 | 6.0731 | 1.6902 | 1.9771 | 1.8639 | 2.1039 |
Largest Winning Trade | 445457 | 445457 | 80026 | 1746762 | 969194 | 1746762 |
Largest Losing Trade | -63335 | -37367 | -63335 | -828876 | -828876 | -782636 |
Avg Bars in Trades | 128 | 121 | 135 | 128 | 121 | 135 |
Avg Bars in Winners | 207 | 185 | 230 | 207 | 185 | 230 |
Avg Bars in Losers | 67 | 70 | 64 | 67 | 70 | 64 |
Bars Traded | 10895 | 5205 | 5690 | 10895 | 5205 | 5690 |
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 | 443277 | 505147 | -293769 | 299201 | 279561 | 284582 |
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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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