Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1557993.7381 | 1545866.7861 | 12126.952 | 1057510.614 | 518986.6568 | 538523.9573 |
Total P&L (%) | 1557.9937 | 1545.8668 | 12.127 | 1057.5106 | 518.9867 | 538.524 |
Avg Daily Profit (%) | 0.6601 | 0.6549 | 0.0051 | 0.1038 | 0.0773 | 0.0786 |
Buy And Hold Return (%) | 529.0577 | 529.0577 | 529.0577 | 529.0577 | 529.0577 | 529.0577 |
Max Trade Drawdown | -100257 | -119489 | -74215 | -2618743 | -2192290 | -1538678 |
Profit Factor | 3.7706 | 6.3851 | 1.0441 | 1.1142 | 1.105 | 1.1247 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 29.3478 | 30.4348 | 28.2609 | 29.3478 | 30.4348 | 28.2609 |
Ratio Avg Win / Avg Loss | 9.0774 | 14.5945 | 2.6503 | 2.6824 | 2.5258 | 2.855 |
Largest Winning Trade | 1372727 | 1372727 | 60068 | 2084325 | 2084325 | 1154840 |
Largest Losing Trade | -25670 | -25670 | -24012 | -878635 | -878635 | -793994 |
Avg Bars in Trades | 74 | 65 | 82 | 74 | 65 | 82 |
Avg Bars in Winners | 181 | 151 | 213 | 181 | 151 | 213 |
Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
Bars Traded | 6816 | 3022 | 3795 | 6816 | 3022 | 3795 |
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 | 190674 | 350595 | -538057 | -165070 | -366557 | -345439 |
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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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