Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 990164.7431 | 880667.625 | 109497.1181 | 8778205.254 | 6980095.4985 | 1798109.7555 |
Total P&L (%) | 990.1647 | 880.6676 | 109.4971 | 8778.2053 | 6980.0955 | 1798.1098 |
Avg Daily Profit (%) | 0.5439 | 0.4838 | 0.0601 | 0.2467 | 0.2343 | 0.1618 |
Buy And Hold Return (%) | 640.5113 | 640.5113 | 640.5113 | 640.5113 | 640.5113 | 640.5113 |
Max Trade Drawdown | -79181 | -55233 | -87116 | -6024087 | -4839250 | -4535438 |
Profit Factor | 2.5403 | 3.996 | 1.3138 | 1.3195 | 1.5616 | 1.1195 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 46.6102 | 40.678 | 52.5424 | 46.6102 | 40.678 | 52.5424 |
Ratio Avg Win / Avg Loss | 2.9097 | 5.8275 | 1.1867 | 1.5114 | 2.2774 | 1.0112 |
Largest Winning Trade | 298462 | 298462 | 74631 | 5175639 | 5175639 | 4454172 |
Largest Losing Trade | -44208 | -23573 | -44208 | -3000853 | -1708022 | -3000853 |
Avg Bars in Trades | 181 | 168 | 195 | 181 | 168 | 195 |
Avg Bars in Winners | 272 | 262 | 280 | 272 | 262 | 280 |
Avg Bars in Losers | 102 | 103 | 101 | 102 | 103 | 101 |
Bars Traded | 21456 | 9914 | 11542 | 21456 | 9914 | 11542 |
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 | 176355 | -212189 | -454567 | 314864 | -169458 | -261008 |
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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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