Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970880.0869 | 861276.8002 | 109603.2867 | 6753059.7251 | 6314908.3983 | 438151.3268 |
Total P&L (%) | 970.8801 | 861.2768 | 109.6033 | 6753.0597 | 6314.9084 | 438.1513 |
Avg Daily Profit (%) | 0.5335 | 0.4733 | 0.0602 | 0.2326 | 0.2289 | 0.0925 |
Buy And Hold Return (%) | 606.2126 | 606.2126 | 606.2126 | 606.2126 | 606.2126 | 606.2126 |
Max Trade Drawdown | -105523 | -89101 | -95729 | -7889612 | -7199894 | -2531179 |
Profit Factor | 2.1918 | 3.1746 | 1.2619 | 1.2754 | 1.4983 | 1.037 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 50.3356 | 45.9459 | 54.6667 | 50.3356 | 45.9459 | 54.6667 |
Ratio Avg Win / Avg Loss | 2.1626 | 3.7348 | 1.0464 | 1.2584 | 1.7627 | 0.8599 |
Largest Winning Trade | 318488 | 318488 | 53379 | 2889542 | 2826967 | 2889542 |
Largest Losing Trade | -34694 | -34694 | -32680 | -2058828 | -2058828 | -1794640 |
Avg Bars in Trades | 35 | 35 | 36 | 35 | 35 | 36 |
Avg Bars in Winners | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Losers | 21 | 23 | 20 | 21 | 23 | 20 |
Bars Traded | 5345 | 2624 | 2721 | 5345 | 2624 | 2721 |
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 | 214249 | -84471 | -334498 | 312748 | -55342 | -472794 |
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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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