Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872566.8647 | 779296.3834 | 93270.4813 | 6821609.93 | 7314042.4629 | -492432.5329 |
Total P&L (%) | 872.5669 | 779.2964 | 93.2705 | 6821.6099 | 7314.0425 | -492.4325 |
Avg Daily Profit (%) | 0.4015 | 0.3586 | 0.0429 | 0.1952 | 0.1984 | 0 |
Buy And Hold Return (%) | 372.6563 | 372.6563 | 372.6563 | 372.6563 | 372.6563 | 372.6563 |
Max Trade Drawdown | -86651 | -65304 | -82231 | -6551113 | -5100544 | -5620899 |
Profit Factor | 2.9481 | 5.0904 | 1.3624 | 1.3678 | 1.8127 | 0.9484 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 39.5349 | 44.186 | 34.8837 | 39.5349 | 44.186 | 34.8837 |
Ratio Avg Win / Avg Loss | 4.5089 | 6.43 | 2.5431 | 2.092 | 2.2898 | 1.7704 |
Largest Winning Trade | 259645 | 259645 | 68577 | 5103631 | 5103631 | 2442335 |
Largest Losing Trade | -28773 | -28773 | -25930 | -2310274 | -2310274 | -2049073 |
Avg Bars in Trades | 73 | 72 | 73 | 73 | 72 | 73 |
Avg Bars in Winners | 146 | 131 | 164 | 146 | 131 | 164 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 6279 | 3112 | 3166 | 6279 | 3112 | 3166 |
Profit Streak | 0 | 0 | 167.4404 | 0 | 0 | 167.4404 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 249763 | 315494 | -304639 | 207577 | 333085 | -582860 |
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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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