Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1836388.965 | 1728054.3495 | 108334.6154 | 2135578.1448 | 235816.2178 | 1899761.927 |
Total P&L (%) | 1836.389 | 1728.0544 | 108.3346 | 2135.5781 | 235.8162 | 1899.7619 |
Avg Daily Profit (%) | 0.9912 | 0.9327 | 0.0585 | 0.1678 | 0.0654 | 0.1618 |
Buy And Hold Return (%) | 28.1447 | 28.1447 | 28.1447 | 28.1447 | 28.1447 | 28.1447 |
Max Trade Drawdown | -71906 | -95812 | -50590 | -1419019 | -1450747 | -906181 |
Profit Factor | 4.2696 | 6.8114 | 1.4099 | 1.2544 | 1.0509 | 1.5054 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 48.503 | 42.8571 | 54.2169 | 48.503 | 42.8571 | 54.2169 |
Ratio Avg Win / Avg Loss | 4.5332 | 9.0819 | 1.1906 | 1.3318 | 1.4012 | 1.2713 |
Largest Winning Trade | 1666965 | 1666965 | 64863 | 1071579 | 1071579 | 763835 |
Largest Losing Trade | -28051 | -22551 | -28051 | -585301 | -359475 | -585301 |
Avg Bars in Trades | 31 | 27 | 36 | 31 | 27 | 36 |
Avg Bars in Winners | 40 | 34 | 44 | 40 | 34 | 44 |
Avg Bars in Losers | 23 | 21 | 26 | 23 | 21 | 26 |
Bars Traded | 5298 | 2307 | 2991 | 5298 | 2307 | 2991 |
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 | 751821 | 683284 | -116225 | 282990 | -272995 | 333555 |
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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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