Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 880633.2536 | 776707.8033 | 103925.4503 | 4139373.939 | 2351869.913 | 1787504.026 |
Total P&L (%) | 880.6333 | 776.7078 | 103.9255 | 4139.3739 | 2351.8699 | 1787.504 |
Avg Daily Profit (%) | 0.3522 | 0.3107 | 0.0416 | 0.15 | 0.128 | 0.1176 |
Buy And Hold Return (%) | 327.085 | 327.085 | 327.085 | 327.085 | 327.085 | 327.085 |
Max Trade Drawdown | -61253 | -64385 | -49387 | -3196013 | -2981793 | -2259155 |
Profit Factor | 2.6903 | 3.8849 | 1.4128 | 1.2933 | 1.276 | 1.3197 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 47.0588 | 49.0196 | 45.098 | 47.0588 | 49.0196 | 45.098 |
Ratio Avg Win / Avg Loss | 3.0266 | 4.0403 | 1.7199 | 1.455 | 1.327 | 1.6066 |
Largest Winning Trade | 451975 | 451975 | 41467 | 3237296 | 3237296 | 1081464 |
Largest Losing Trade | -32493 | -32493 | -31281 | -1446477 | -1119777 | -1446477 |
Avg Bars in Trades | 94 | 90 | 99 | 94 | 90 | 99 |
Avg Bars in Winners | 130 | 127 | 134 | 130 | 127 | 134 |
Avg Bars in Losers | 63 | 54 | 71 | 63 | 54 | 71 |
Bars Traded | 9680 | 4603 | 5077 | 9680 | 4603 | 5077 |
Profit Streak | 0 | 0 | 78.3256 | 0 | 0 | 78.3256 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367716 | -168867 | -482682 | 243014 | -202159 | -216739 |
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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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