Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1024623.7064 | 913841.6319 | 110782.0745 | 5403722.8041 | 4711680.9082 | 692041.8959 |
Total P&L (%) | 1024.6237 | 913.8416 | 110.7821 | 5403.7228 | 4711.6809 | 692.0419 |
Avg Daily Profit (%) | 0.4654 | 0.4151 | 0.0503 | 0.1822 | 0.1761 | 0.094 |
Buy And Hold Return (%) | 485.527 | 485.527 | 485.527 | 485.527 | 485.527 | 485.527 |
Max Trade Drawdown | -74785 | -65536 | -100626 | -1959419 | -2420899 | -1222014 |
Profit Factor | 2.8279 | 4.6731 | 1.3553 | 1.6024 | 1.9251 | 1.1785 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 46.8085 | 40.4255 | 53.1915 | 46.8085 | 40.4255 | 53.1915 |
Ratio Avg Win / Avg Loss | 3.2135 | 6.8867 | 1.1927 | 1.8209 | 2.837 | 1.0371 |
Largest Winning Trade | 288725 | 288725 | 63583 | 3056652 | 3056652 | 490425 |
Largest Losing Trade | -68521 | -25246 | -68521 | -1403528 | -1403528 | -1010039 |
Avg Bars in Trades | 92 | 81 | 104 | 92 | 81 | 104 |
Avg Bars in Winners | 122 | 112 | 130 | 122 | 112 | 130 |
Avg Bars in Losers | 66 | 60 | 73 | 66 | 60 | 73 |
Bars Traded | 8734 | 3845 | 4889 | 8734 | 3845 | 4889 |
Profit Streak | 0 | 0 | 165.648 | 0 | 0 | 165.648 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308171 | 220129 | -289605 | 357414 | 282489 | -123180 |
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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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