Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892780.6615 | 738138.0344 | 154642.6271 | 3412028.8249 | 286220.134 | 3125808.691 |
Total P&L (%) | 892.7807 | 738.138 | 154.6426 | 3412.0288 | 286.2201 | 3125.8087 |
Avg Daily Profit (%) | 0.4804 | 0.3972 | 0.0832 | 0.1917 | 0.0727 | 0.1871 |
Buy And Hold Return (%) | 32.8483 | 32.8483 | 32.8483 | 32.8483 | 32.8483 | 32.8483 |
Max Trade Drawdown | -193399 | -112319 | -119333 | -4603144 | -3414441 | -1312243 |
Profit Factor | 2.4578 | 3.4519 | 1.4966 | 1.3015 | 1.0406 | 1.7315 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 55.4217 | 56.0976 | 54.7619 | 55.4217 | 56.0976 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.9769 | 2.7015 | 1.2364 | 1.0469 | 0.8144 | 1.4304 |
Largest Winning Trade | 253827 | 253827 | 63122 | 1911776 | 1751066 | 1911776 |
Largest Losing Trade | -55312 | -37109 | -55312 | -1419150 | -1419150 | -958555 |
Avg Bars in Trades | 62 | 84 | 41 | 62 | 84 | 41 |
Avg Bars in Winners | 76 | 98 | 55 | 76 | 98 | 55 |
Avg Bars in Losers | 45 | 67 | 24 | 45 | 67 | 24 |
Bars Traded | 5206 | 3467 | 1738 | 5206 | 3467 | 1738 |
Profit Streak | 0 | 246.8682 | 0 | 0 | 246.8682 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523562 | 666171 | -81498 | 269464 | -271130 | 387325 |
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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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