Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1236573.6792 | 1159435.437 | 77138.2422 | 3614841.7262 | 1667521.3776 | 1947320.3486 |
Total P&L (%) | 1236.5737 | 1159.4354 | 77.1382 | 3614.8417 | 1667.5214 | 1947.3203 |
Avg Daily Profit (%) | 0.6616 | 0.6204 | 0.0413 | 0.1936 | 0.1538 | 0.1617 |
Buy And Hold Return (%) | 491.197 | 491.197 | 491.197 | 491.197 | 491.197 | 491.197 |
Max Trade Drawdown | -123695 | -128397 | -80894 | -6071476 | -7384579 | -2990854 |
Profit Factor | 2.2919 | 3.3092 | 1.1695 | 1.104 | 1.0856 | 1.1274 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 51.7241 | 50 | 53.4653 | 51.7241 | 50 | 53.4653 |
Ratio Avg Win / Avg Loss | 2.1391 | 3.3092 | 1.0179 | 1.0304 | 1.0856 | 0.9813 |
Largest Winning Trade | 513499 | 513499 | 48376 | 6343920 | 6343920 | 1880604 |
Largest Losing Trade | -34416 | -31322 | -34416 | -1975559 | -1589267 | -1975559 |
Avg Bars in Trades | 27 | 24 | 29 | 27 | 24 | 29 |
Avg Bars in Winners | 32 | 26 | 38 | 32 | 26 | 38 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 5489 | 2525 | 2964 | 5489 | 2525 | 2964 |
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 | 517348 | 484794 | -337176 | -96627 | -121542 | -76117 |
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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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