Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792927.1796 | 726754.8728 | 66172.3068 | 4315472.3761 | 3778719.6207 | 536752.7553 |
Total P&L (%) | 792.9272 | 726.7549 | 66.1723 | 4315.4724 | 3778.7196 | 536.7528 |
Avg Daily Profit (%) | 0.4358 | 0.3994 | 0.0364 | 0.2084 | 0.2013 | 0.1018 |
Buy And Hold Return (%) | 583.0759 | 583.0759 | 583.0759 | 583.0759 | 583.0759 | 583.0759 |
Max Trade Drawdown | -140944 | -97063 | -114736 | -6071875 | -2101273 | -4544535 |
Profit Factor | 1.8952 | 2.7118 | 1.1435 | 1.2397 | 1.4959 | 1.0517 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 108 | 58 | 50 | 108 | 58 | 50 |
Losing Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Profitability (%) | 51.6746 | 55.7692 | 47.619 | 51.6746 | 55.7692 | 47.619 |
Ratio Avg Win / Avg Loss | 1.7724 | 2.1508 | 1.2578 | 1.1594 | 1.1864 | 1.1569 |
Largest Winning Trade | 231727 | 231727 | 74421 | 2183793 | 1070405 | 2183793 |
Largest Losing Trade | -35928 | -35928 | -30607 | -2414887 | -1084906 | -2414887 |
Avg Bars in Trades | 102 | 90 | 114 | 102 | 90 | 114 |
Avg Bars in Winners | 119 | 98 | 143 | 119 | 98 | 143 |
Avg Bars in Losers | 84 | 80 | 87 | 84 | 80 | 87 |
Bars Traded | 21412 | 9430 | 11982 | 21412 | 9430 | 11982 |
Profit Streak | 0 | 17.5666 | 0 | 0 | 17.5666 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38845 | -73160 | -373978 | 328905 | 360769 | -387285 |
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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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