Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892298.1872 | 809242.4384 | 83055.7487 | 3430822.4641 | 2526150.1369 | 904672.3272 |
Total P&L (%) | 892.2982 | 809.2424 | 83.0557 | 3430.8225 | 2526.1501 | 904.6723 |
Avg Daily Profit (%) | 0.4923 | 0.4464 | 0.0458 | 0.1968 | 0.1805 | 0.1274 |
Buy And Hold Return (%) | 358.2521 | 358.2521 | 358.2521 | 358.2521 | 358.2521 | 358.2521 |
Max Trade Drawdown | -115900 | -85356 | -83003 | -8541821 | -6418023 | -2836234 |
Profit Factor | 2.0594 | 3.063 | 1.1846 | 1.1586 | 1.2517 | 1.078 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 42.1053 | 36.0465 | 48.2353 | 42.1053 | 36.0465 | 48.2353 |
Ratio Avg Win / Avg Loss | 2.8317 | 5.4343 | 1.2713 | 1.593 | 2.2208 | 1.1569 |
Largest Winning Trade | 371408 | 371408 | 76847 | 3421846 | 3421846 | 2251006 |
Largest Losing Trade | -34293 | -25342 | -34293 | -1603868 | -1603868 | -1538570 |
Avg Bars in Trades | 62 | 56 | 68 | 62 | 56 | 68 |
Avg Bars in Winners | 112 | 115 | 110 | 112 | 115 | 110 |
Avg Bars in Losers | 26 | 23 | 30 | 26 | 23 | 30 |
Bars Traded | 10700 | 4848 | 5852 | 10700 | 4848 | 5852 |
Profit Streak | 21.4891 | 43.3224 | 0 | 21.4891 | 43.3224 | 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 | 331527 | 202850 | -315994 | -38617 | 128622 | -161870 |
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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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