Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 968380.8705 | 846952.5349 | 121428.3356 | 13516973.6193 | 12681086.552 | 835887.0673 |
Total P&L (%) | 968.3809 | 846.9525 | 121.4283 | 13516.9736 | 12681.0866 | 835.8871 |
Avg Daily Profit (%) | 0.5326 | 0.4659 | 0.0668 | 0.2706 | 0.2672 | 0.1231 |
Buy And Hold Return (%) | 654.6351 | 654.6351 | 654.6351 | 654.6351 | 654.6351 | 654.6351 |
Max Trade Drawdown | -79599 | -67842 | -70983 | -10546425 | -7308310 | -8087844 |
Profit Factor | 2.1858 | 3.3153 | 1.2693 | 1.2664 | 1.5538 | 1.03 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Losing Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Profitability (%) | 48.0198 | 50.4951 | 45.5446 | 48.0198 | 50.4951 | 45.5446 |
Ratio Avg Win / Avg Loss | 2.3661 | 3.2503 | 1.5177 | 1.3709 | 1.5233 | 1.2316 |
Largest Winning Trade | 239895 | 239895 | 74872 | 6427329 | 6427329 | 3565659 |
Largest Losing Trade | -34828 | -30141 | -34828 | -4713558 | -3066495 | -4713558 |
Avg Bars in Trades | 106 | 97 | 115 | 106 | 97 | 115 |
Avg Bars in Winners | 145 | 122 | 171 | 145 | 122 | 171 |
Avg Bars in Losers | 70 | 71 | 68 | 70 | 71 | 68 |
Bars Traded | 21533 | 9834 | 11699 | 21533 | 9834 | 11699 |
Profit Streak | 0 | 16.4474 | 0 | 0 | 16.4474 | 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 | -1345 | -57377 | -270542 | 317073 | 421605 | -297437 |
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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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