Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896459.3457 | 824958.8715 | 71500.4741 | 5019517.3809 | 3975651.7581 | 1043865.6227 |
Total P&L (%) | 896.4593 | 824.9589 | 71.5005 | 5019.5174 | 3975.6518 | 1043.8656 |
Avg Daily Profit (%) | 0.4912 | 0.452 | 0.0392 | 0.2159 | 0.2034 | 0.1336 |
Buy And Hold Return (%) | 867.9121 | 867.9121 | 867.9121 | 867.9121 | 867.9121 | 867.9121 |
Max Trade Drawdown | -112902 | -89161 | -90412 | -2195007 | -1301168 | -1521302 |
Profit Factor | 2.5268 | 4.4276 | 1.2064 | 1.524 | 2.2011 | 1.1665 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 44.186 | 48.8372 | 39.5349 | 44.186 | 48.8372 | 39.5349 |
Ratio Avg Win / Avg Loss | 3.1918 | 4.6385 | 1.845 | 1.9251 | 2.3059 | 1.7841 |
Largest Winning Trade | 253398 | 253398 | 73839 | 2169530 | 1811728 | 2169530 |
Largest Losing Trade | -43948 | -24297 | -43948 | -867224 | -867224 | -866134 |
Avg Bars in Trades | 81 | 72 | 90 | 81 | 72 | 90 |
Avg Bars in Winners | 132 | 102 | 169 | 132 | 102 | 169 |
Avg Bars in Losers | 41 | 44 | 39 | 41 | 44 | 39 |
Bars Traded | 7036 | 3130 | 3905 | 7036 | 3130 | 3905 |
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 | -142232 | -148612 | -309742 | 284228 | 365307 | -157195 |
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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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