Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1323452.7296 | 1266581.376 | 56871.3535 | 577354.2362 | 338113.476 | 239240.7602 |
Total P&L (%) | 1323.4527 | 1266.5814 | 56.8714 | 577.3542 | 338.1135 | 239.2408 |
Avg Daily Profit (%) | 0.7165 | 0.6857 | 0.0308 | 0.1036 | 0.08 | 0.0662 |
Buy And Hold Return (%) | 10.4835 | 10.4835 | 10.4835 | 10.4835 | 10.4835 | 10.4835 |
Max Trade Drawdown | -100340 | -79472 | -96862 | -1231788 | -1000889 | -662990 |
Profit Factor | 3.0315 | 4.9934 | 1.1701 | 1.1208 | 1.1345 | 1.1056 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 38.5321 | 32.7273 | 44.4444 | 38.5321 | 32.7273 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.836 | 10.2642 | 1.4627 | 1.788 | 2.3321 | 1.382 |
Largest Winning Trade | 1183492 | 1183492 | 60744 | 658415 | 658415 | 364718 |
Largest Losing Trade | -37839 | -24817 | -37839 | -286158 | -286158 | -270189 |
Avg Bars in Trades | 196 | 182 | 211 | 196 | 182 | 211 |
Avg Bars in Winners | 327 | 334 | 322 | 327 | 334 | 322 |
Avg Bars in Losers | 115 | 108 | 122 | 115 | 108 | 122 |
Bars Traded | 21459 | 10046 | 11413 | 21459 | 10046 | 11413 |
Profit Streak | 0 | 0 | 47.5705 | 0 | 0 | 47.5705 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506637 | -167070 | -367423 | -144916 | -344595 | -390207 |
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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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