Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1257214.9054 | 1181546.7063 | 75668.1991 | 1665701.5016 | 766078.9974 | 899622.5042 |
Total P&L (%) | 1257.2149 | 1181.5467 | 75.6682 | 1665.7015 | 766.079 | 899.6225 |
Avg Daily Profit (%) | 0.6703 | 0.63 | 0.0403 | 0.1532 | 0.1152 | 0.1228 |
Buy And Hold Return (%) | 265.3822 | 265.3822 | 265.3822 | 265.3822 | 265.3822 | 265.3822 |
Max Trade Drawdown | -82605 | -61724 | -79512 | -2812806 | -2218971 | -1143473 |
Profit Factor | 2.8351 | 4.5057 | 1.2174 | 1.1536 | 1.1287 | 1.1838 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 54.6448 | 53.2609 | 56.044 | 54.6448 | 53.2609 | 56.044 |
Ratio Avg Win / Avg Loss | 2.3532 | 3.954 | 0.9548 | 0.9575 | 0.9905 | 0.9285 |
Largest Winning Trade | 1029735 | 1029735 | 56130 | 1198245 | 1198245 | 756951 |
Largest Losing Trade | -51377 | -30340 | -51377 | -1304895 | -1304895 | -645403 |
Avg Bars in Trades | 39 | 32 | 47 | 39 | 32 | 47 |
Avg Bars in Winners | 55 | 44 | 65 | 55 | 44 | 65 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 7274 | 2950 | 4324 | 7274 | 2950 | 4324 |
Profit Streak | 0 | 0 | 31.6387 | 0 | 0 | 31.6387 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 628678 | 627816 | -304947 | -44537 | -122530 | -49445 |
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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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