Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928926.2226 | 787672.6364 | 141253.5862 | 16583347.0812 | 15794357.4537 | 788989.6276 |
Total P&L (%) | 928.9262 | 787.6726 | 141.2536 | 16583.3471 | 15794.3575 | 788.9896 |
Avg Daily Profit (%) | 0.3716 | 0.3151 | 0.0565 | 0.2049 | 0.2029 | 0.0874 |
Buy And Hold Return (%) | 720.6564 | 720.6564 | 720.6564 | 720.6564 | 720.6564 | 720.6564 |
Max Trade Drawdown | -91597 | -88503 | -36715 | -3863356 | -747497 | -3881931 |
Profit Factor | 3.2983 | 4.2541 | 1.8713 | 3.3453 | 8.675 | 1.1574 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 61.2903 | 65.2174 | 57.4468 | 61.2903 | 65.2174 | 57.4468 |
Ratio Avg Win / Avg Loss | 2.0831 | 2.2688 | 1.3861 | 2.1128 | 4.6267 | 0.8573 |
Largest Winning Trade | 342347 | 342347 | 31132 | 8911472 | 8911472 | 1950283 |
Largest Losing Trade | -36159 | -36159 | -31870 | -3669776 | -297001 | -3669776 |
Avg Bars in Trades | 103 | 139 | 68 | 103 | 139 | 68 |
Avg Bars in Winners | 110 | 147 | 69 | 110 | 147 | 69 |
Avg Bars in Losers | 92 | 125 | 66 | 92 | 125 | 66 |
Bars Traded | 9637 | 6432 | 3205 | 9637 | 6432 | 3205 |
Profit Streak | 0 | 239.7443 | 0 | 0 | 239.7443 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58345 | -117176 | -279762 | 582753 | 719698 | -260102 |
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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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