Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000039.2815 | 948291.0171 | 51748.2645 | 2763215.2384 | 1497266.7855 | 1265948.4529 |
Total P&L (%) | 1000.0393 | 948.291 | 51.7483 | 2763.2152 | 1497.2668 | 1265.9485 |
Avg Daily Profit (%) | 0.4435 | 0.4206 | 0.023 | 0.1489 | 0.123 | 0.116 |
Buy And Hold Return (%) | 344.7619 | 344.7619 | 344.7619 | 344.7619 | 344.7619 | 344.7619 |
Max Trade Drawdown | -170574 | -102427 | -175345 | -2321297 | -2004649 | -819798 |
Profit Factor | 2.2602 | 3.3905 | 1.1304 | 1.4013 | 1.3603 | 1.4637 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 47.7064 | 41.8182 | 53.7037 | 47.7064 | 41.8182 | 53.7037 |
Ratio Avg Win / Avg Loss | 2.4775 | 4.7172 | 0.9745 | 1.536 | 1.8925 | 1.2618 |
Largest Winning Trade | 322730 | 322730 | 61354 | 1432694 | 1432694 | 954638 |
Largest Losing Trade | -58686 | -29650 | -58686 | -1012853 | -1012853 | -618184 |
Avg Bars in Trades | 110 | 85 | 135 | 110 | 85 | 135 |
Avg Bars in Winners | 156 | 110 | 192 | 156 | 110 | 192 |
Avg Bars in Losers | 68 | 67 | 69 | 68 | 67 | 69 |
Bars Traded | 12016 | 4694 | 7321 | 12016 | 4694 | 7321 |
Profit Streak | 0 | 0 | 318.8842 | 0 | 0 | 318.8842 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382309 | -170163 | -585363 | 263926 | -212031 | -217741 |
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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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