Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 867962.9603 | 778597.5753 | 89365.385 | 4997323.0278 | 4818249.5641 | 179073.4637 |
Total P&L (%) | 867.963 | 778.5976 | 89.3654 | 4997.323 | 4818.2496 | 179.0735 |
Avg Daily Profit (%) | 0.3471 | 0.3114 | 0.0357 | 0.1573 | 0.1559 | 0.0411 |
Buy And Hold Return (%) | 746.7884 | 746.7884 | 746.7884 | 746.7884 | 746.7884 | 746.7884 |
Max Trade Drawdown | -110189 | -66760 | -68986 | -2172270 | -1421911 | -1008662 |
Profit Factor | 2.0503 | 2.5908 | 1.2652 | 1.6387 | 1.9923 | 1.0603 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 51.4019 | 49.5327 | 53.271 | 51.4019 | 49.5327 | 53.271 |
Ratio Avg Win / Avg Loss | 1.9384 | 2.6397 | 1.1098 | 1.5493 | 2.0299 | 0.9301 |
Largest Winning Trade | 332132 | 332132 | 33682 | 3454525 | 3454525 | 872928 |
Largest Losing Trade | -42390 | -42390 | -39051 | -851258 | -851258 | -683361 |
Avg Bars in Trades | 34 | 38 | 30 | 34 | 38 | 30 |
Avg Bars in Winners | 42 | 47 | 37 | 42 | 47 | 37 |
Avg Bars in Losers | 25 | 28 | 22 | 25 | 28 | 22 |
Bars Traded | 7383 | 4090 | 3293 | 7383 | 4090 | 3293 |
Profit Streak | 18.6775 | 0 | 29.0108 | 18.6775 | 0 | 29.0108 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100241 | -139047 | -310368 | 447615 | 382671 | -458985 |
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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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