Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671411.5031 | 506579.066 | 164832.437 | 4718012.6061 | -2242185.1801 | 6960197.7862 |
Total P&L (%) | 671.4115 | 506.5791 | 164.8324 | 4718.0126 | -2242.1852 | 6960.1978 |
Avg Daily Profit (%) | 0.3634 | 0.2742 | 0.0892 | 0.2099 | 0 | 0.2307 |
Buy And Hold Return (%) | 58.9768 | 58.9768 | 58.9768 | 58.9768 | 58.9768 | 58.9768 |
Max Trade Drawdown | -119438 | -99233 | -115221 | -15686566 | -14826512 | -4790152 |
Profit Factor | 1.7109 | 2.1694 | 1.3224 | 1.0731 | 0.9354 | 1.2335 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 126 | 68 | 58 | 126 | 68 | 58 |
Profitability (%) | 42.7273 | 38.1818 | 47.2727 | 42.7273 | 38.1818 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.2933 | 3.5123 | 1.475 | 1.4384 | 1.5145 | 1.3758 |
Largest Winning Trade | 109556 | 109556 | 44590 | 4577951 | 4577951 | 4020347 |
Largest Losing Trade | -36083 | -20983 | -36083 | -3129606 | -3129606 | -2861343 |
Avg Bars in Trades | 49 | 50 | 48 | 49 | 50 | 48 |
Avg Bars in Winners | 66 | 67 | 66 | 66 | 67 | 66 |
Avg Bars in Losers | 36 | 39 | 32 | 36 | 39 | 32 |
Bars Traded | 10848 | 5533 | 5315 | 10848 | 5533 | 5315 |
Profit Streak | 0 | 0 | 34.2847 | 0 | 0 | 34.2847 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395987 | 285888 | -77711 | -133672 | -582857 | 259084 |
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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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