Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916375.4835 | 827220.2916 | 89155.1919 | 5485439.4788 | 2425368.8559 | 3060070.623 |
Total P&L (%) | 916.3755 | 827.2203 | 89.1552 | 5485.4395 | 2425.3689 | 3060.0706 |
Avg Daily Profit (%) | 0.3856 | 0.3481 | 0.0375 | 0.1694 | 0.136 | 0.1454 |
Buy And Hold Return (%) | 336.2893 | 336.2893 | 336.2893 | 336.2893 | 336.2893 | 336.2893 |
Max Trade Drawdown | -95001 | -91989 | -84466 | -3162173 | -1861094 | -1686318 |
Profit Factor | 2.6131 | 3.9498 | 1.3099 | 1.5196 | 1.4229 | 1.6347 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 42.8571 | 39.6226 | 46.1538 | 42.8571 | 39.6226 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.4841 | 6.0187 | 1.5283 | 2.0262 | 2.1683 | 1.9071 |
Largest Winning Trade | 295372 | 295372 | 65962 | 2822099 | 2483456 | 2822099 |
Largest Losing Trade | -32209 | -28916 | -32209 | -1032142 | -880134 | -1032142 |
Avg Bars in Trades | 44 | 37 | 50 | 44 | 37 | 50 |
Avg Bars in Winners | 65 | 65 | 65 | 65 | 65 | 65 |
Avg Bars in Losers | 27 | 19 | 38 | 27 | 19 | 38 |
Bars Traded | 4632 | 1985 | 2647 | 4632 | 1985 | 2647 |
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 | 315123 | -171586 | -488859 | 281345 | -193250 | -176964 |
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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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