Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807938.2503 | 643773.3108 | 164164.9395 | 6997839.179 | 355160.0954 | 6642679.0836 |
Total P&L (%) | 807.9383 | 643.7733 | 164.1649 | 6997.8392 | 355.1601 | 6642.6791 |
Avg Daily Profit (%) | 0.4362 | 0.3476 | 0.0886 | 0.2304 | 0.0819 | 0.2276 |
Buy And Hold Return (%) | 28.668 | 28.668 | 28.668 | 28.668 | 28.668 | 28.668 |
Max Trade Drawdown | -76292 | -50650 | -87540 | -6132191 | -3968214 | -2384623 |
Profit Factor | 2.3121 | 3.091 | 1.5332 | 1.3558 | 1.0327 | 1.7533 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Losing Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Profitability (%) | 33.0049 | 35.2941 | 30.6931 | 33.0049 | 35.2941 | 30.6931 |
Ratio Avg Win / Avg Loss | 4.6933 | 5.6667 | 3.4621 | 2.7521 | 1.8934 | 3.9591 |
Largest Winning Trade | 272729 | 272729 | 66366 | 3087038 | 3087038 | 2676523 |
Largest Losing Trade | -23648 | -23648 | -18734 | -1418054 | -1309037 | -1418054 |
Avg Bars in Trades | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Winners | 79 | 66 | 93 | 79 | 66 | 93 |
Avg Bars in Losers | 13 | 14 | 13 | 13 | 14 | 13 |
Bars Traded | 7182 | 3350 | 3832 | 7182 | 3350 | 3832 |
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 | 320852 | 331316 | -80654 | 154336 | -273075 | 136968 |
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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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