Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753432.0761 | 680839.239 | 72592.8371 | 4584951.5113 | 3804983.0907 | 779968.4207 |
Total P&L (%) | 753.4321 | 680.8392 | 72.5928 | 4584.9515 | 3804.9831 | 779.9684 |
Avg Daily Profit (%) | 0.4154 | 0.3754 | 0.04 | 0.2123 | 0.2023 | 0.12 |
Buy And Hold Return (%) | 574.0608 | 574.0608 | 574.0608 | 574.0608 | 574.0608 | 574.0608 |
Max Trade Drawdown | -96789 | -78216 | -111974 | -5794283 | -2289260 | -3846641 |
Profit Factor | 1.7756 | 2.5449 | 1.1368 | 1.2542 | 1.4363 | 1.0837 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Losing Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Profitability (%) | 51.3636 | 52.7273 | 50 | 51.3636 | 52.7273 | 50 |
Ratio Avg Win / Avg Loss | 1.6813 | 2.2816 | 1.1368 | 1.1876 | 1.2878 | 1.0837 |
Largest Winning Trade | 175027 | 175027 | 78092 | 1569112 | 1388786 | 1569112 |
Largest Losing Trade | -33702 | -31871 | -33702 | -2340296 | -1605069 | -2340296 |
Avg Bars in Trades | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Winners | 40 | 31 | 49 | 40 | 31 | 49 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 7167 | 3164 | 4004 | 7167 | 3164 | 4004 |
Profit Streak | 0 | 11.3701 | 0 | 0 | 11.3701 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53993 | -92060 | -375562 | 333910 | 366731 | -215309 |
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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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