Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959974.7399 | 835443.076 | 124531.6639 | 9088614.7615 | 3364511.8514 | 5724102.9101 |
Total P&L (%) | 959.9747 | 835.4431 | 124.5317 | 9088.6148 | 3364.5119 | 5724.1029 |
Avg Daily Profit (%) | 0.4047 | 0.3522 | 0.0525 | 0.1907 | 0.1495 | 0.1715 |
Buy And Hold Return (%) | 523.9936 | 523.9936 | 523.9936 | 523.9936 | 523.9936 | 523.9936 |
Max Trade Drawdown | -81977 | -92370 | -117074 | -11795520 | -13466419 | -1977752 |
Profit Factor | 2.1794 | 2.762 | 1.3665 | 1.2256 | 1.111 | 1.5748 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 44.6429 | 44.0476 | 45.2381 | 44.6429 | 44.0476 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.7024 | 3.5084 | 1.6542 | 1.5198 | 1.4112 | 1.9063 |
Largest Winning Trade | 208014 | 208014 | 59372 | 9734760 | 9734760 | 3508060 |
Largest Losing Trade | -49405 | -37052 | -49405 | -6021264 | -6021264 | -1977752 |
Avg Bars in Trades | 40 | 44 | 36 | 40 | 44 | 36 |
Avg Bars in Winners | 59 | 64 | 53 | 59 | 64 | 53 |
Avg Bars in Losers | 25 | 28 | 23 | 25 | 28 | 23 |
Bars Traded | 6837 | 3740 | 3098 | 6837 | 3740 | 3098 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 169969 | 85381 | -289173 | 269847 | -94491 | 305529 |
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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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