Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1529107.0358 | 1427171.0082 | 101936.0277 | 1939668.9087 | 654556.1135 | 1285112.7951 |
Total P&L (%) | 1529.107 | 1427.171 | 101.936 | 1939.6689 | 654.5561 | 1285.1128 |
Avg Daily Profit (%) | 0.8255 | 0.7705 | 0.055 | 0.1629 | 0.1092 | 0.142 |
Buy And Hold Return (%) | 71.5131 | 71.5131 | 71.5131 | 71.5131 | 71.5131 | 71.5131 |
Max Trade Drawdown | -91598 | -108247 | -43310 | -3579859 | -3213710 | -1776718 |
Profit Factor | 4.4864 | 7.1776 | 1.4911 | 1.1651 | 1.1059 | 1.2306 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 32.0388 | 30.7692 | 33.3333 | 32.0388 | 30.7692 | 33.3333 |
Ratio Avg Win / Avg Loss | 9.5165 | 16.1495 | 2.9822 | 2.4713 | 2.4884 | 2.4612 |
Largest Winning Trade | 1303646 | 1303646 | 60204 | 2668162 | 2668162 | 1369597 |
Largest Losing Trade | -31145 | -24576 | -31145 | -1227506 | -760377 | -1227506 |
Avg Bars in Trades | 68 | 59 | 77 | 68 | 59 | 77 |
Avg Bars in Winners | 141 | 122 | 159 | 141 | 122 | 159 |
Avg Bars in Losers | 33 | 30 | 36 | 33 | 30 | 36 |
Bars Traded | 7047 | 3076 | 3971 | 7047 | 3076 | 3971 |
Profit Streak | 0 | 0 | 78.8275 | 0 | 0 | 78.8275 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500242 | -166369 | -336064 | -36841 | -337521 | -187856 |
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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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