Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029401.7282 | 872472.9472 | 156928.781 | 12763583.3947 | 5044117.8324 | 7719465.5624 |
Total P&L (%) | 1029.4017 | 872.4729 | 156.9288 | 12763.5834 | 5044.1178 | 7719.4656 |
Avg Daily Profit (%) | 0.5569 | 0.472 | 0.0849 | 0.2631 | 0.2134 | 0.2361 |
Buy And Hold Return (%) | 158.1609 | 158.1609 | 158.1609 | 158.1609 | 158.1609 | 158.1609 |
Max Trade Drawdown | -85740 | -60778 | -60519 | -16757166 | -12303781 | -11175071 |
Profit Factor | 2.9532 | 4.36 | 1.5869 | 1.3053 | 1.2257 | 1.3968 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 36.3636 | 40 | 32.6531 | 36.3636 | 40 | 32.6531 |
Ratio Avg Win / Avg Loss | 5.1681 | 6.54 | 3.2731 | 2.2844 | 1.8386 | 2.8808 |
Largest Winning Trade | 403709 | 403709 | 75055 | 8715744 | 8715744 | 8340079 |
Largest Losing Trade | -32194 | -23739 | -32194 | -4742048 | -4742048 | -3070231 |
Avg Bars in Trades | 54 | 51 | 57 | 54 | 51 | 57 |
Avg Bars in Winners | 119 | 107 | 134 | 119 | 107 | 134 |
Avg Bars in Losers | 17 | 14 | 20 | 17 | 14 | 20 |
Bars Traded | 5423 | 2590 | 2833 | 5423 | 2590 | 2833 |
Profit Streak | 0 | 0 | 43.4501 | 0 | 0 | 43.4501 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409006 | -167244 | -248528 | 171558 | -175050 | 145294 |
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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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