Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1141476.8313 | 1104370.2214 | 37106.6099 | 957416.0324 | 488697.4574 | 468718.575 |
Total P&L (%) | 1141.4768 | 1104.3702 | 37.1066 | 957.416 | 488.6975 | 468.7186 |
Avg Daily Profit (%) | 0.6071 | 0.5874 | 0.0197 | 0.1255 | 0.0943 | 0.0925 |
Buy And Hold Return (%) | 164.7274 | 164.7274 | 164.7274 | 164.7274 | 164.7274 | 164.7274 |
Max Trade Drawdown | -92330 | -82390 | -34528 | -1641264 | -1533481 | -492932 |
Profit Factor | 3.434 | 5.0296 | 1.1904 | 1.1479 | 1.1177 | 1.2022 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 39.3617 | 31.9149 | 46.8085 | 39.3617 | 31.9149 | 46.8085 |
Ratio Avg Win / Avg Loss | 5.2902 | 10.7298 | 1.3527 | 1.7684 | 2.3843 | 1.3661 |
Largest Winning Trade | 931853 | 931853 | 56700 | 1366822 | 1366822 | 767477 |
Largest Losing Trade | -31165 | -31165 | -19113 | -603340 | -603340 | -247821 |
Avg Bars in Trades | 116 | 173 | 60 | 116 | 173 | 60 |
Avg Bars in Winners | 204 | 373 | 89 | 204 | 373 | 89 |
Avg Bars in Losers | 59 | 79 | 34 | 59 | 79 | 34 |
Bars Traded | 10988 | 8153 | 2835 | 10988 | 8153 | 2835 |
Profit Streak | 91.6137 | 93.2804 | 0 | 91.6137 | 93.2804 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529572 | 452708 | -344533 | -85847 | -166565 | -74404 |
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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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