Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962895.9986 | 859057.8195 | 103838.1792 | 1975424.5222 | 1459833.9415 | 515590.5808 |
Total P&L (%) | 962.896 | 859.0578 | 103.8382 | 1975.4245 | 1459.8339 | 515.5906 |
Avg Daily Profit (%) | 0.5227 | 0.4663 | 0.0564 | 0.1648 | 0.1492 | 0.0987 |
Buy And Hold Return (%) | 220.4014 | 220.4014 | 220.4014 | 220.4014 | 220.4014 | 220.4014 |
Max Trade Drawdown | -98664 | -95756 | -76673 | -4928833 | -2485403 | -3320093 |
Profit Factor | 2.8206 | 3.999 | 1.4283 | 1.1904 | 1.2808 | 1.0996 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 49.4845 | 44.898 | 54.1667 | 49.4845 | 44.898 | 54.1667 |
Ratio Avg Win / Avg Loss | 2.8794 | 4.9079 | 1.2086 | 1.2152 | 1.5719 | 0.9304 |
Largest Winning Trade | 703997 | 703997 | 41331 | 1781710 | 1456268 | 1781710 |
Largest Losing Trade | -46072 | -23262 | -46072 | -2232469 | -1026431 | -2232469 |
Avg Bars in Trades | 109 | 107 | 111 | 109 | 107 | 111 |
Avg Bars in Winners | 150 | 170 | 134 | 150 | 170 | 134 |
Avg Bars in Losers | 69 | 57 | 84 | 69 | 57 | 84 |
Bars Traded | 10634 | 5286 | 5348 | 10634 | 5286 | 5348 |
Profit Streak | 0 | 0 | 50.3522 | 0 | 0 | 50.3522 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516360 | 474261 | -281366 | -3323 | 199203 | -176890 |
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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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