Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842950.862 | 628828.2307 | 214122.6313 | 14101848.6977 | 8651860.4765 | 5449988.2211 |
Total P&L (%) | 842.9509 | 628.8282 | 214.1226 | 14101.8487 | 8651.8605 | 5449.9882 |
Avg Daily Profit (%) | 0.3364 | 0.2509 | 0.0854 | 0.198 | 0.1786 | 0.1604 |
Buy And Hold Return (%) | 28.1793 | 28.1793 | 28.1793 | 28.1793 | 28.1793 | 28.1793 |
Max Trade Drawdown | -95169 | -73775 | -87738 | -18890917 | -11699857 | -10004882 |
Profit Factor | 1.9892 | 2.6437 | 1.4559 | 1.1879 | 1.2358 | 1.1421 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Losing Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Profitability (%) | 51.2821 | 53.8462 | 48.7179 | 51.2821 | 53.8462 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.8897 | 2.266 | 1.5326 | 1.1285 | 1.0592 | 1.2022 |
Largest Winning Trade | 101178 | 101178 | 57269 | 8468757 | 8468757 | 6787468 |
Largest Losing Trade | -46010 | -32762 | -46010 | -4974429 | -4974429 | -3949762 |
Avg Bars in Trades | 30 | 18 | 41 | 30 | 18 | 41 |
Avg Bars in Winners | 40 | 21 | 61 | 40 | 21 | 61 |
Avg Bars in Losers | 20 | 15 | 23 | 20 | 15 | 23 |
Bars Traded | 4755 | 1480 | 3273 | 4755 | 1480 | 3273 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502785 | -20166 | -111689 | -4830 | -26135 | -91458 |
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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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