Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 948068.08 | 800972.5638 | 147095.5162 | 12068094.1839 | 8442232.3292 | 3625861.8547 |
Total P&L (%) | 948.0681 | 800.9726 | 147.0955 | 12068.0942 | 8442.2323 | 3625.8619 |
Avg Daily Profit (%) | 0.5221 | 0.4411 | 0.081 | 0.2648 | 0.2452 | 0.1994 |
Buy And Hold Return (%) | 159.5426 | 159.5426 | 159.5426 | 159.5426 | 159.5426 | 159.5426 |
Max Trade Drawdown | -49156 | -39616 | -71342 | -4562386 | -3048245 | -4000420 |
Profit Factor | 3.1634 | 5.122 | 1.6031 | 1.7147 | 2.1538 | 1.3789 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 32.4324 | 30.9091 | 33.9286 | 32.4324 | 30.9091 | 33.9286 |
Ratio Avg Win / Avg Loss | 6.5904 | 11.4492 | 3.1217 | 3.5723 | 4.8144 | 2.6853 |
Largest Winning Trade | 324903 | 324903 | 72827 | 4820703 | 4820703 | 4169409 |
Largest Losing Trade | -24242 | -11276 | -24242 | -2644337 | -1099159 | -2644337 |
Avg Bars in Trades | 94 | 87 | 102 | 94 | 87 | 102 |
Avg Bars in Winners | 239 | 231 | 246 | 239 | 231 | 246 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 10531 | 4802 | 5729 | 10531 | 4802 | 5729 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345394 | -171094 | -434123 | 190950 | -175235 | -176872 |
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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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