Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840795.6286 | 671539.5194 | 169256.1092 | 8048483.434 | 6560734.8629 | 1487748.5711 |
Total P&L (%) | 840.7956 | 671.5395 | 169.2561 | 8048.4834 | 6560.7349 | 1487.7486 |
Avg Daily Profit (%) | 0.4585 | 0.3662 | 0.0923 | 0.2403 | 0.2292 | 0.1509 |
Buy And Hold Return (%) | 188.0888 | 188.0888 | 188.0888 | 188.0888 | 188.0888 | 188.0888 |
Max Trade Drawdown | -86006 | -52048 | -53435 | -7015965 | -2080066 | -6756746 |
Profit Factor | 2.618 | 3.7188 | 1.6208 | 1.401 | 1.7971 | 1.1257 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 54.5455 | 50.8197 | 58.3333 | 54.5455 | 50.8197 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.1817 | 3.5989 | 1.1577 | 1.1675 | 1.7391 | 0.804 |
Largest Winning Trade | 390324 | 390324 | 49610 | 4401181 | 2982355 | 4401181 |
Largest Losing Trade | -36744 | -36744 | -32325 | -3537996 | -1054177 | -3537996 |
Avg Bars in Trades | 87 | 84 | 91 | 87 | 84 | 91 |
Avg Bars in Winners | 104 | 112 | 98 | 104 | 112 | 98 |
Avg Bars in Losers | 67 | 54 | 82 | 67 | 54 | 82 |
Bars Traded | 10628 | 5140 | 5488 | 10628 | 5140 | 5488 |
Profit Streak | 0 | 0 | 76.6486 | 0 | 0 | 76.6486 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516466 | -147864 | -400282 | 359755 | -149877 | -243089 |
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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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