Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 831911.5683 | 696526.8198 | 135384.7484 | 3502299.4315 | 1027491.096 | 2474808.3355 |
Total P&L (%) | 831.9116 | 696.5268 | 135.3847 | 3502.2994 | 1027.4911 | 2474.8083 |
Avg Daily Profit (%) | 0.3995 | 0.3345 | 0.065 | 0.1723 | 0.1164 | 0.1561 |
Buy And Hold Return (%) | 116.047 | 116.047 | 116.047 | 116.047 | 116.047 | 116.047 |
Max Trade Drawdown | -101780 | -88156 | -110873 | -2540231 | -1821829 | -969035 |
Profit Factor | 2.7011 | 3.7592 | 1.5722 | 1.3843 | 1.193 | 1.6534 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 37.8049 | 34.1463 | 41.4634 | 37.8049 | 34.1463 | 41.4634 |
Ratio Avg Win / Avg Loss | 4.4438 | 7.25 | 2.2196 | 2.2774 | 2.3007 | 2.3342 |
Largest Winning Trade | 292424 | 292424 | 53333 | 1927496 | 1495588 | 1927496 |
Largest Losing Trade | -51378 | -28281 | -51378 | -579685 | -559355 | -579685 |
Avg Bars in Trades | 297 | 258 | 337 | 297 | 258 | 337 |
Avg Bars in Winners | 566 | 507 | 615 | 566 | 507 | 615 |
Avg Bars in Losers | 134 | 128 | 141 | 134 | 128 | 141 |
Bars Traded | 24431 | 10578 | 13853 | 24431 | 10578 | 13853 |
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 | 49528 | 333982 | -220485 | -4009 | -50491 | 270354 |
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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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