Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 995989.2295 | 881263.3473 | 114725.8822 | 5575724.4823 | 3512946.465 | 2062778.0173 |
Total P&L (%) | 995.9892 | 881.2633 | 114.7259 | 5575.7245 | 3512.9465 | 2062.778 |
Avg Daily Profit (%) | 0.5396 | 0.4774 | 0.0622 | 0.219 | 0.1945 | 0.1667 |
Buy And Hold Return (%) | 235.1971 | 235.1971 | 235.1971 | 235.1971 | 235.1971 | 235.1971 |
Max Trade Drawdown | -49802 | -54375 | -93242 | -4897583 | -3929313 | -3897820 |
Profit Factor | 2.6126 | 4.3211 | 1.3257 | 1.2793 | 1.4116 | 1.1806 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 43.0108 | 44.6809 | 41.3043 | 43.0108 | 44.6809 | 41.3043 |
Ratio Avg Win / Avg Loss | 3.4617 | 5.3499 | 1.8839 | 1.6951 | 1.7477 | 1.6776 |
Largest Winning Trade | 433949 | 433949 | 78594 | 4271898 | 4248681 | 4271898 |
Largest Losing Trade | -38344 | -25228 | -38344 | -3366831 | -1182157 | -3366831 |
Avg Bars in Trades | 234 | 223 | 245 | 234 | 223 | 245 |
Avg Bars in Winners | 383 | 347 | 424 | 383 | 347 | 424 |
Avg Bars in Losers | 121 | 123 | 119 | 121 | 123 | 119 |
Bars Traded | 21793 | 10510 | 11283 | 21793 | 10510 | 11283 |
Profit Streak | 0 | 0 | 43.1909 | 0 | 0 | 43.1909 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411800 | 477764 | -277119 | 244770 | 283690 | -15807 |
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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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