Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955084.3095 | 807987.6798 | 147096.6296 | 7032440.3565 | 4992958.2837 | 2039482.0728 |
Total P&L (%) | 955.0843 | 807.9877 | 147.0966 | 7032.4404 | 4992.9583 | 2039.4821 |
Avg Daily Profit (%) | 0.3809 | 0.3222 | 0.0587 | 0.1703 | 0.1569 | 0.1222 |
Buy And Hold Return (%) | 346.3474 | 346.3474 | 346.3474 | 346.3474 | 346.3474 | 346.3474 |
Max Trade Drawdown | -107789 | -104926 | -80816 | -3260134 | -2952079 | -665363 |
Profit Factor | 2.645 | 3.2786 | 1.6509 | 2.0536 | 2.015 | 2.162 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 60.3774 | 56.6038 | 64.1509 | 60.3774 | 56.6038 | 64.1509 |
Ratio Avg Win / Avg Loss | 1.7358 | 2.5136 | 0.9226 | 1.3477 | 1.5448 | 1.2082 |
Largest Winning Trade | 444738 | 444738 | 39849 | 2963915 | 2963915 | 1196754 |
Largest Losing Trade | -44526 | -41558 | -44526 | -1570426 | -1570426 | -471149 |
Avg Bars in Trades | 90 | 116 | 64 | 90 | 116 | 64 |
Avg Bars in Winners | 97 | 120 | 76 | 97 | 120 | 76 |
Avg Bars in Losers | 80 | 111 | 41 | 80 | 111 | 41 |
Bars Traded | 9579 | 6178 | 3401 | 9579 | 6178 | 3401 |
Profit Streak | 0 | 0 | 182.2542 | 0 | 0 | 182.2542 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465457 | -168518 | -457267 | 439338 | -167701 | -204399 |
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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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