Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1615876.6703 | 1610362.9349 | 5513.7354 | 154161.3728 | 118035.5205 | 36125.8523 |
Total P&L (%) | 1615.8767 | 1610.3629 | 5.5137 | 154.1614 | 118.0355 | 36.1259 |
Avg Daily Profit (%) | 0.869 | 0.866 | 0.003 | 0.0502 | 0.0419 | 0.0166 |
Buy And Hold Return (%) | 82.8692 | 82.8692 | 82.8692 | 82.8692 | 82.8692 | 82.8692 |
Max Trade Drawdown | -133659 | -105263 | -67852 | -1187267 | -1071905 | -491683 |
Profit Factor | 3.6872 | 6.1914 | 1.0189 | 1.0419 | 1.0594 | 1.0213 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 36.0825 | 26.5306 | 45.8333 | 36.0825 | 26.5306 | 45.8333 |
Ratio Avg Win / Avg Loss | 6.5316 | 17.1453 | 1.2042 | 1.8456 | 2.9337 | 1.207 |
Largest Winning Trade | 1626471 | 1626471 | 66103 | 1012834 | 1012834 | 555435 |
Largest Losing Trade | -33003 | -26198 | -33003 | -307733 | -304585 | -307733 |
Avg Bars in Trades | 72 | 62 | 83 | 72 | 62 | 83 |
Avg Bars in Winners | 124 | 140 | 114 | 124 | 140 | 114 |
Avg Bars in Losers | 44 | 34 | 56 | 44 | 34 | 56 |
Bars Traded | 7069 | 3072 | 3997 | 7069 | 3072 | 3997 |
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 | 536549 | -1498 | -555855 | -312227 | -347985 | -535067 |
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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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