Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2069659.0782 | 2099393.7578 | -29734.6795 | -821193.6975 | 128124.2719 | -949317.9694 |
Total P&L (%) | 2069.6591 | 2099.3938 | -29.7347 | -821.1937 | 128.1243 | -949.318 |
Avg Daily Profit (%) | 0.9934 | 1.0077 | -0.0143 | 0 | 0.0396 | 0 |
Buy And Hold Return (%) | 710.9827 | 710.9827 | 710.9827 | 710.9827 | 710.9827 | 710.9827 |
Max Trade Drawdown | -167208 | -115755 | -158733 | -3685844 | -2443541 | -1782571 |
Profit Factor | 3.6392 | 6.7199 | 0.9287 | 0.9125 | 1.0243 | 0.7698 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 47 | 21 | 26 | 60 | 33 | 27 |
Losing Trades | 61 | 33 | 28 | 48 | 21 | 27 |
Profitability (%) | 43.5185 | 38.8889 | 48.1481 | 55.5556 | 61.1111 | 50 |
Ratio Avg Win / Avg Loss | 4.7232 | 10.5598 | 1.0002 | 0.73 | 0.6519 | 0.7698 |
Largest Winning Trade | 1862537 | 1862537 | 49894 | 783155 | 783155 | 554596 |
Largest Losing Trade | -129367 | -28576 | -129367 | -1823884 | -1823884 | -504338 |
Avg Bars in Trades | 225 | 227 | 223 | 225 | 227 | 223 |
Avg Bars in Winners | 333 | 372 | 301 | 163 | 165 | 159 |
Avg Bars in Losers | 143 | 135 | 151 | 304 | 325 | 287 |
Bars Traded | 24396 | 12305 | 12091 | 24396 | 12305 | 12091 |
Profit Streak | 0 | 0 | 49.2107 | 19.1274 | 43.1274 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529460 | -165654 | -759323 | -579211 | -679267 | -760833 |
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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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