Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829018.6017 | 643445.7937 | 185572.808 | 9820177.1393 | 2044257.5052 | 7775919.6341 |
Total P&L (%) | 829.0186 | 643.4458 | 185.5728 | 9820.1771 | 2044.2575 | 7775.9196 |
Avg Daily Profit (%) | 0.4456 | 0.3459 | 0.0997 | 0.2474 | 0.1649 | 0.235 |
Buy And Hold Return (%) | 10.8065 | 10.8065 | 10.8065 | 10.8065 | 10.8065 | 10.8065 |
Max Trade Drawdown | -70861 | -58199 | -94915 | -5166634 | -5629923 | -2491072 |
Profit Factor | 2.0277 | 2.6076 | 1.4566 | 1.2694 | 1.1046 | 1.4599 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Profitability (%) | 54.3269 | 53.8462 | 54.8077 | 54.3269 | 53.8462 | 54.8077 |
Ratio Avg Win / Avg Loss | 1.7047 | 2.2351 | 1.2011 | 1.0672 | 0.9468 | 1.2038 |
Largest Winning Trade | 277130 | 277130 | 62796 | 3996163 | 3996163 | 2552094 |
Largest Losing Trade | -29405 | -29405 | -24596 | -2491072 | -1591362 | -2491072 |
Avg Bars in Trades | 104 | 91 | 116 | 104 | 91 | 116 |
Avg Bars in Winners | 124 | 98 | 150 | 124 | 98 | 150 |
Avg Bars in Losers | 79 | 83 | 76 | 79 | 83 | 76 |
Bars Traded | 21670 | 9528 | 12142 | 21670 | 9528 | 12142 |
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 | 563054 | 521229 | -58421 | 359627 | -99160 | 350773 |
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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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