Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1166525.1235 | 1198565.4297 | -32040.3062 | 294081.3401 | 1641129.8665 | -1347048.5264 |
Total P&L (%) | 1166.5251 | 1198.5654 | -32.0403 | 294.0813 | 1641.1299 | -1347.0485 |
Avg Daily Profit (%) | 0.6429 | 0.6605 | -0.0177 | 0.0756 | 0.1576 | 0 |
Buy And Hold Return (%) | 588.4892 | 588.4892 | 588.4892 | 588.4892 | 588.4892 | 588.4892 |
Max Trade Drawdown | -136160 | -83843 | -90417 | -1532458 | -723998 | -1421983 |
Profit Factor | 2.6658 | 4.4006 | 0.9079 | 1.0522 | 1.6355 | 0.5583 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 52.0833 | 52.0833 | 52.0833 | 52.0833 | 52.0833 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.4526 | 4.0486 | 0.8352 | 0.968 | 1.5047 | 0.5136 |
Largest Winning Trade | 907871 | 907871 | 58564 | 1096022 | 1096022 | 274756 |
Largest Losing Trade | -42868 | -41342 | -42868 | -532515 | -263441 | -532515 |
Avg Bars in Trades | 108 | 111 | 105 | 108 | 111 | 105 |
Avg Bars in Winners | 131 | 134 | 128 | 131 | 134 | 128 |
Avg Bars in Losers | 83 | 85 | 80 | 83 | 85 | 80 |
Bars Traded | 10405 | 5341 | 5064 | 10405 | 5341 | 5064 |
Profit Streak | 0 | 152.6322 | 0 | 0 | 152.6322 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375369 | 518257 | -580419 | -422003 | 330628 | -580419 |
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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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