Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1038690.2798 | 956972.0123 | 81718.2674 | 5071378.3169 | 4843437.3139 | 227941.003 |
Total P&L (%) | 1038.6903 | 956.972 | 81.7183 | 5071.3783 | 4843.4373 | 227.941 |
Avg Daily Profit (%) | 0.4718 | 0.4347 | 0.0371 | 0.1794 | 0.1774 | 0.054 |
Buy And Hold Return (%) | 514.9279 | 514.9279 | 514.9279 | 514.9279 | 514.9279 | 514.9279 |
Max Trade Drawdown | -121632 | -90042 | -107238 | -4138213 | -2812924 | -1426500 |
Profit Factor | 2.7733 | 4.2247 | 1.2828 | 1.6463 | 1.9826 | 1.0781 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 50 | 46.8085 | 53.1915 | 50 | 46.8085 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.7733 | 4.8008 | 1.1289 | 1.6463 | 2.2529 | 0.9487 |
Largest Winning Trade | 421741 | 421741 | 62387 | 5478265 | 5478265 | 491615 |
Largest Losing Trade | -38742 | -25682 | -38742 | -1062435 | -1062435 | -601537 |
Avg Bars in Trades | 136 | 122 | 150 | 136 | 122 | 150 |
Avg Bars in Winners | 188 | 170 | 205 | 188 | 170 | 205 |
Avg Bars in Losers | 84 | 80 | 88 | 84 | 80 | 88 |
Bars Traded | 12832 | 5763 | 7069 | 12832 | 5763 | 7069 |
Profit Streak | 0 | 0 | 58.9006 | 0 | 0 | 58.9006 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328678 | 298001 | -307636 | 404275 | 376227 | -421422 |
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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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