Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900142.4518 | 766041.3607 | 134101.0911 | 14051177.3239 | 7477320.4426 | 6573856.8813 |
Total P&L (%) | 900.1425 | 766.0414 | 134.1011 | 14051.1773 | 7477.3204 | 6573.8569 |
Avg Daily Profit (%) | 0.3975 | 0.3383 | 0.0592 | 0.2189 | 0.1913 | 0.1857 |
Buy And Hold Return (%) | 441.1321 | 441.1321 | 441.1321 | 441.1321 | 441.1321 | 441.1321 |
Max Trade Drawdown | -134331 | -67163 | -173921 | -11106700 | -5707940 | -10709227 |
Profit Factor | 2.0993 | 3.2185 | 1.2832 | 1.3102 | 1.3244 | 1.2954 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 98 | 55 | 43 | 98 | 55 | 43 |
Losing Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Profitability (%) | 59.3939 | 66.2651 | 52.439 | 59.3939 | 66.2651 | 52.439 |
Ratio Avg Win / Avg Loss | 1.4352 | 1.6385 | 1.1638 | 0.8957 | 0.6743 | 1.1749 |
Largest Winning Trade | 133371 | 133371 | 60094 | 5119689 | 5119689 | 4783196 |
Largest Losing Trade | -56944 | -42784 | -56944 | -5151755 | -3592509 | -5151755 |
Avg Bars in Trades | 38 | 24 | 53 | 38 | 24 | 53 |
Avg Bars in Winners | 33 | 19 | 51 | 33 | 19 | 51 |
Avg Bars in Losers | 46 | 34 | 55 | 46 | 34 | 55 |
Bars Traded | 6407 | 2033 | 4374 | 6407 | 2033 | 4374 |
Profit Streak | 0 | 0 | 317.0894 | 0 | 0 | 317.0894 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 290506 | 326079 | -282364 | 315398 | 319025 | 189276 |
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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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