Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1369425.604 | 1225748.8063 | 143676.7976 | 8325012.8039 | 2406178.814 | 5918833.9899 |
Total P&L (%) | 1369.4256 | 1225.7488 | 143.6768 | 8325.0128 | 2406.1788 | 5918.834 |
Avg Daily Profit (%) | 0.7416 | 0.6638 | 0.0778 | 0.2404 | 0.1746 | 0.2222 |
Buy And Hold Return (%) | 156.8002 | 156.8002 | 156.8002 | 156.8002 | 156.8002 | 156.8002 |
Max Trade Drawdown | -124054 | -74779 | -71835 | -5093128 | -4229776 | -1659661 |
Profit Factor | 3.328 | 4.8614 | 1.5305 | 1.4471 | 1.2006 | 1.8938 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 36.5217 | 36.2069 | 36.8421 | 36.5217 | 36.2069 | 36.8421 |
Ratio Avg Win / Avg Loss | 5.7843 | 8.5654 | 2.6238 | 2.5152 | 2.1153 | 3.2464 |
Largest Winning Trade | 842646 | 842646 | 72050 | 5515030 | 3869173 | 5515030 |
Largest Losing Trade | -25862 | -25862 | -22567 | -2507733 | -2507733 | -1092015 |
Avg Bars in Trades | 94 | 101 | 87 | 94 | 101 | 87 |
Avg Bars in Winners | 175 | 206 | 145 | 175 | 206 | 145 |
Avg Bars in Losers | 47 | 41 | 53 | 47 | 41 | 53 |
Bars Traded | 10850 | 5881 | 4969 | 10850 | 5881 | 4969 |
Profit Streak | 0 | 0 | 47.8593 | 0 | 0 | 47.8593 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507380 | -166001 | -437123 | 199476 | -177289 | -173067 |
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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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