Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934813.8333 | 794596.9088 | 140216.9245 | 8164909.3897 | 5450856.5188 | 2714052.871 |
Total P&L (%) | 934.8138 | 794.5969 | 140.2169 | 8164.9094 | 5450.8565 | 2714.0529 |
Avg Daily Profit (%) | 0.4489 | 0.3816 | 0.0673 | 0.2122 | 0.1931 | 0.1604 |
Buy And Hold Return (%) | 500.2893 | 500.2893 | 500.2893 | 500.2893 | 500.2893 | 500.2893 |
Max Trade Drawdown | -93821 | -92026 | -54287 | -3251167 | -2348888 | -1375504 |
Profit Factor | 2.3688 | 3.0466 | 1.4758 | 1.556 | 1.6423 | 1.4378 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 76 | 30 | 46 | 76 | 30 | 46 |
Losing Trades | 106 | 61 | 45 | 106 | 61 | 45 |
Profitability (%) | 41.7582 | 32.967 | 50.5495 | 41.7582 | 32.967 | 50.5495 |
Ratio Avg Win / Avg Loss | 3.3038 | 6.1948 | 1.4437 | 2.1702 | 3.3394 | 1.4065 |
Largest Winning Trade | 422477 | 422477 | 28136 | 4313003 | 4313003 | 1207434 |
Largest Losing Trade | -46392 | -21375 | -46392 | -1296422 | -1068129 | -1296422 |
Avg Bars in Trades | 134 | 135 | 134 | 134 | 135 | 134 |
Avg Bars in Winners | 210 | 232 | 196 | 210 | 232 | 196 |
Avg Bars in Losers | 80 | 87 | 70 | 80 | 87 | 70 |
Bars Traded | 24515 | 12304 | 12211 | 24515 | 12304 | 12211 |
Profit Streak | 0 | 0 | 88.7738 | 0 | 0 | 88.7738 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 167747 | -1159 | -266930 | 311373 | 149520 | 298624 |
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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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