Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1008787.6756 | 901656.9273 | 107130.7484 | 7625374.6501 | 2166834.0428 | 5458540.6073 |
Total P&L (%) | 1008.7877 | 901.6569 | 107.1307 | 7625.3747 | 2166.834 | 5458.5406 |
Avg Daily Profit (%) | 0.4277 | 0.3822 | 0.0454 | 0.1845 | 0.1324 | 0.1705 |
Buy And Hold Return (%) | 633.6771 | 633.6771 | 633.6771 | 633.6771 | 633.6771 | 633.6771 |
Max Trade Drawdown | -152472 | -162021 | -118520 | -9827625 | -7845131 | -5989863 |
Profit Factor | 2.2785 | 2.9795 | 1.3212 | 1.2622 | 1.121 | 1.4886 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 48.5207 | 43.5294 | 53.5714 | 48.5207 | 43.5294 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.4174 | 3.8653 | 1.145 | 1.3392 | 1.4542 | 1.2902 |
Largest Winning Trade | 231109 | 231109 | 58282 | 6119186 | 6119186 | 4692267 |
Largest Losing Trade | -37375 | -23874 | -37375 | -5029931 | -2805412 | -5029931 |
Avg Bars in Trades | 82 | 83 | 81 | 82 | 83 | 81 |
Avg Bars in Winners | 114 | 122 | 107 | 114 | 122 | 107 |
Avg Bars in Losers | 52 | 53 | 50 | 52 | 53 | 50 |
Bars Traded | 13932 | 7117 | 6815 | 13932 | 7117 | 6815 |
Profit Streak | 0 | 0 | 39.6532 | 0 | 0 | 39.6532 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 180792 | -21767 | -296693 | 290439 | -108895 | 365166 |
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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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