Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 924965.2461 | 807356.8472 | 117608.3988 | 5923029.2681 | 5158077.5196 | 764951.7486 |
Total P&L (%) | 924.9652 | 807.3568 | 117.6084 | 5923.0293 | 5158.0775 | 764.9517 |
Avg Daily Profit (%) | 0.5073 | 0.4428 | 0.0645 | 0.225 | 0.2176 | 0.1184 |
Buy And Hold Return (%) | 173.3556 | 173.3556 | 173.3556 | 173.3556 | 173.3556 | 173.3556 |
Max Trade Drawdown | -76852 | -57116 | -49798 | -12712473 | -7141218 | -7196559 |
Profit Factor | 2.602 | 3.6238 | 1.4361 | 1.21 | 1.3612 | 1.0549 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 48.3871 | 45.6522 | 51.0638 | 48.3871 | 45.6522 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.7755 | 4.3141 | 1.3763 | 1.2907 | 1.6205 | 1.011 |
Largest Winning Trade | 319362 | 319362 | 80261 | 8121362 | 8121362 | 4334235 |
Largest Losing Trade | -38249 | -29359 | -38249 | -6343750 | -2229901 | -6343750 |
Avg Bars in Trades | 56 | 55 | 58 | 56 | 55 | 58 |
Avg Bars in Winners | 82 | 86 | 79 | 82 | 86 | 79 |
Avg Bars in Losers | 32 | 29 | 36 | 32 | 29 | 36 |
Bars Traded | 5297 | 2548 | 2749 | 5297 | 2548 | 2749 |
Profit Streak | 0 | 49.3948 | 0 | 0 | 49.3948 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508948 | 511452 | -271446 | 266622 | 313307 | -196257 |
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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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