Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859923.1364 | 757496.5313 | 102426.6051 | 3320664.6828 | 1078955.3694 | 2241709.3134 |
Total P&L (%) | 859.9231 | 757.4965 | 102.4266 | 3320.6647 | 1078.9554 | 2241.7093 |
Avg Daily Profit (%) | 0.4625 | 0.4074 | 0.0551 | 0.1902 | 0.1328 | 0.1697 |
Buy And Hold Return (%) | 162.8219 | 162.8219 | 162.8219 | 162.8219 | 162.8219 | 162.8219 |
Max Trade Drawdown | -110631 | -78918 | -71006 | -6427482 | -4239324 | -3915524 |
Profit Factor | 2.6633 | 4.5017 | 1.3407 | 1.2721 | 1.168 | 1.3878 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 46.0317 | 46.875 | 45.1613 | 46.0317 | 46.875 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.1225 | 5.1019 | 1.6279 | 1.4915 | 1.3237 | 1.6852 |
Largest Winning Trade | 399998 | 399998 | 71893 | 2560485 | 2560485 | 2100635 |
Largest Losing Trade | -33558 | -27730 | -33558 | -1580155 | -1580155 | -1124900 |
Avg Bars in Trades | 172 | 162 | 181 | 172 | 162 | 181 |
Avg Bars in Winners | 286 | 255 | 320 | 286 | 255 | 320 |
Avg Bars in Losers | 74 | 81 | 67 | 74 | 81 | 67 |
Bars Traded | 10844 | 5211 | 5633 | 10844 | 5211 | 5633 |
Profit Streak | 0 | 0 | 170.0195 | 0 | 0 | 170.0195 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138327 | 516597 | -284643 | -144675 | -52581 | 308054 |
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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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