Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037644.728 | 833360.3637 | 204284.3643 | 16465820.3731 | 8976960.8466 | 7488859.5265 |
Total P&L (%) | 1037.6447 | 833.3604 | 204.2844 | 16465.8204 | 8976.9608 | 7488.8595 |
Avg Daily Profit (%) | 0.4143 | 0.3327 | 0.0816 | 0.2042 | 0.1802 | 0.173 |
Buy And Hold Return (%) | 334.9725 | 334.9725 | 334.9725 | 334.9725 | 334.9725 | 334.9725 |
Max Trade Drawdown | -102717 | -87427 | -74398 | -2280348 | -3460695 | -707240 |
Profit Factor | 3.373 | 4.57 | 2.0021 | 2.7191 | 2.0943 | 6.4478 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 68.2927 | 65.8537 | 70.7317 | 68.2927 | 65.8537 | 70.7317 |
Ratio Avg Win / Avg Loss | 1.566 | 2.3697 | 0.8285 | 1.2625 | 1.0859 | 2.6681 |
Largest Winning Trade | 460268 | 460268 | 33470 | 7987841 | 7987841 | 3186877 |
Largest Losing Trade | -46894 | -34063 | -46894 | -2280348 | -2280348 | -389308 |
Avg Bars in Trades | 58 | 72 | 44 | 58 | 72 | 44 |
Avg Bars in Winners | 55 | 59 | 51 | 55 | 59 | 51 |
Avg Bars in Losers | 65 | 96 | 29 | 65 | 96 | 29 |
Bars Traded | 4805 | 2972 | 1833 | 4805 | 2972 | 1833 |
Profit Streak | 0 | 0 | 547.2834 | 0 | 0 | 547.2834 |
Trades During Streak | 0 | 0 | 9 | 0 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 257993 | 543824 | -244641 | 216806 | 461888 | 737822 |
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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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