Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699127.3728 | 538655.632 | 160471.7408 | 4667671.2186 | 3255752.4159 | 1411918.8026 |
Total P&L (%) | 699.1274 | 538.6556 | 160.4717 | 4667.6712 | 3255.7524 | 1411.9188 |
Avg Daily Profit (%) | 0.2797 | 0.2155 | 0.0642 | 0.1547 | 0.1406 | 0.1087 |
Buy And Hold Return (%) | 38.2641 | 38.2641 | 38.2641 | 38.2641 | 38.2641 | 38.2641 |
Max Trade Drawdown | -101473 | -58802 | -82033 | -5618055 | -3020844 | -3556168 |
Profit Factor | 1.6904 | 2.0367 | 1.3254 | 1.1476 | 1.1987 | 1.0926 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 90 | 39 | 51 | 90 | 39 | 51 |
Losing Trades | 147 | 80 | 67 | 147 | 80 | 67 |
Profitability (%) | 37.9747 | 32.7731 | 43.2203 | 37.9747 | 32.7731 | 43.2203 |
Ratio Avg Win / Avg Loss | 2.7609 | 4.1778 | 1.7413 | 1.8744 | 2.4589 | 1.4354 |
Largest Winning Trade | 110890 | 110890 | 42653 | 2849713 | 2849713 | 1575291 |
Largest Losing Trade | -22540 | -17886 | -22540 | -1177306 | -832103 | -1177306 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 71 | 79 | 64 | 71 | 79 | 64 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 9808 | 4908 | 4900 | 9808 | 4908 | 4900 |
Profit Streak | 37.586 | 42.086 | 0 | 37.586 | 42.086 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325079 | 203566 | -110789 | -52295 | -12072 | -168941 |
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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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