Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737425.3462 | 639967.3482 | 97457.998 | 5403811.8173 | 4211457.7361 | 1192354.0812 |
Total P&L (%) | 737.4253 | 639.9673 | 97.458 | 5403.8118 | 4211.4577 | 1192.3541 |
Avg Daily Profit (%) | 0.295 | 0.256 | 0.039 | 0.1605 | 0.1507 | 0.1024 |
Buy And Hold Return (%) | 941.6129 | 941.6129 | 941.6129 | 941.6129 | 941.6129 | 941.6129 |
Max Trade Drawdown | -101137 | -81993 | -66585 | -317836 | -242559 | -246599 |
Profit Factor | 2.6846 | 3.2449 | 1.6384 | 4.9326 | 7.081 | 2.7495 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 62.7273 | 58.1818 | 67.2727 | 62.7273 | 58.1818 | 67.2727 |
Ratio Avg Win / Avg Loss | 1.5952 | 2.3323 | 0.7971 | 2.931 | 5.0895 | 1.3376 |
Largest Winning Trade | 215204 | 215204 | 18895 | 1575848 | 1575848 | 638483 |
Largest Losing Trade | -55834 | -53732 | -55834 | -242559 | -242559 | -224564 |
Avg Bars in Trades | 88 | 154 | 21 | 88 | 154 | 21 |
Avg Bars in Winners | 64 | 111 | 23 | 64 | 111 | 23 |
Avg Bars in Losers | 128 | 215 | 16 | 128 | 215 | 16 |
Bars Traded | 9694 | 8520 | 1174 | 9694 | 8520 | 1174 |
Profit Streak | 0 | 122.0772 | 0 | 0 | 122.0772 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149864 | -329488 | -483820 | 595680 | -164087 | -312172 |
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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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