Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718742.864 | 565117.8129 | 153625.0511 | 7505785.1996 | 3940027.6398 | 3565757.5598 |
Total P&L (%) | 718.7429 | 565.1178 | 153.6251 | 7505.7852 | 3940.0276 | 3565.7576 |
Avg Daily Profit (%) | 0.3636 | 0.2859 | 0.0777 | 0.2194 | 0.1873 | 0.1824 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94480 | -54985 | -48503 | -12162411 | -6592202 | -6373238 |
Profit Factor | 2.247 | 2.9541 | 1.5349 | 1.2247 | 1.2401 | 1.2098 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Losing Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Profitability (%) | 49.4048 | 52.381 | 46.4286 | 49.4048 | 52.381 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.3011 | 2.6855 | 1.7711 | 1.2542 | 1.1274 | 1.3959 |
Largest Winning Trade | 165262 | 165262 | 89683 | 8452483 | 2968752 | 8452483 |
Largest Losing Trade | -34804 | -25857 | -34804 | -4883388 | -1992546 | -4883388 |
Avg Bars in Trades | 44 | 40 | 48 | 44 | 40 | 48 |
Avg Bars in Winners | 66 | 58 | 75 | 66 | 58 | 75 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 7533 | 3423 | 4110 | 7533 | 3423 | 4110 |
Profit Streak | 0 | 0 | 544.7823 | 0 | 0 | 544.7823 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517011 | 518130 | -87688 | 305113 | 274550 | 226260 |
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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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