Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 899402.9948 | 697973.7348 | 201429.26 | 13837611.9957 | 7272824.6671 | 6564787.3287 |
Total P&L (%) | 899.403 | 697.9737 | 201.4293 | 13837.612 | 7272.8247 | 6564.7873 |
Avg Daily Profit (%) | 0.3598 | 0.2792 | 0.0806 | 0.1977 | 0.1722 | 0.1681 |
Buy And Hold Return (%) | 30.3746 | 30.3746 | 30.3746 | 30.3746 | 30.3746 | 30.3746 |
Max Trade Drawdown | -141022 | -46916 | -166769 | -4521875 | -4162271 | -3686451 |
Profit Factor | 2.2062 | 3.3745 | 1.4459 | 1.7286 | 1.6266 | 1.8889 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Losing Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Profitability (%) | 56.0345 | 62.069 | 50 | 56.0345 | 62.069 | 50 |
Ratio Avg Win / Avg Loss | 1.731 | 2.0622 | 1.4459 | 1.3563 | 0.9941 | 1.8889 |
Largest Winning Trade | 115530 | 115530 | 69339 | 3445973 | 3445973 | 1784752 |
Largest Losing Trade | -55980 | -32973 | -55980 | -4162271 | -4162271 | -1175668 |
Avg Bars in Trades | 42 | 23 | 60 | 42 | 23 | 60 |
Avg Bars in Winners | 50 | 25 | 81 | 50 | 25 | 81 |
Avg Bars in Losers | 31 | 20 | 38 | 31 | 20 | 38 |
Bars Traded | 4873 | 1370 | 3503 | 4873 | 1370 | 3503 |
Profit Streak | 0 | 0 | 35.3577 | 0 | 0 | 35.3577 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528897 | -163045 | -264159 | 405849 | -170111 | -168161 |
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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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