Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1878800.837 | 1697976.1251 | 180824.712 | 8523534.4883 | 745955.7761 | 7777578.7123 |
Total P&L (%) | 1878.8008 | 1697.9761 | 180.8247 | 8523.5345 | 745.9558 | 7777.5787 |
Avg Daily Profit (%) | 1.0116 | 0.9143 | 0.0974 | 0.2403 | 0.115 | 0.2354 |
Buy And Hold Return (%) | 86.5582 | 86.5582 | 86.5582 | 86.5582 | 86.5582 | 86.5582 |
Max Trade Drawdown | -95318 | -86361 | -36049 | -7258424 | -6905418 | -2848060 |
Profit Factor | 5.5911 | 8.7908 | 1.9454 | 1.3407 | 1.0533 | 1.7054 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 45.4545 | 36 | 55.102 | 45.4545 | 36 | 55.102 |
Ratio Avg Win / Avg Loss | 6.7094 | 15.628 | 1.5851 | 1.6089 | 1.8726 | 1.3896 |
Largest Winning Trade | 1536082 | 1536082 | 63430 | 3849948 | 3849948 | 2925287 |
Largest Losing Trade | -36049 | -27855 | -36049 | -3050377 | -3050377 | -2848060 |
Avg Bars in Trades | 107 | 96 | 119 | 107 | 96 | 119 |
Avg Bars in Winners | 173 | 192 | 160 | 173 | 192 | 160 |
Avg Bars in Losers | 52 | 41 | 68 | 52 | 41 | 68 |
Bars Traded | 10658 | 4803 | 5855 | 10658 | 4803 | 5855 |
Profit Streak | 0 | 0 | 54.1707 | 0 | 0 | 54.1707 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 722668 | -163706 | -63843 | 299585 | -385269 | 439299 |
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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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