Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963040.3155 | 849888.6685 | 113151.647 | 5328586.9092 | 1927717.5432 | 3400869.366 |
Total P&L (%) | 963.0403 | 849.8887 | 113.1516 | 5328.5869 | 1927.7175 | 3400.8694 |
Avg Daily Profit (%) | 0.5177 | 0.4568 | 0.0608 | 0.2149 | 0.1619 | 0.1913 |
Buy And Hold Return (%) | 123.7911 | 123.7911 | 123.7911 | 123.7911 | 123.7911 | 123.7911 |
Max Trade Drawdown | -95582 | -40214 | -120694 | -2623063 | -1856353 | -2038311 |
Profit Factor | 2.6282 | 4.5587 | 1.3209 | 1.6464 | 1.4113 | 1.9563 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 46.3415 | 51.2195 | 41.4634 | 46.3415 | 51.2195 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.0432 | 4.3416 | 1.8648 | 1.9064 | 1.3441 | 2.7619 |
Largest Winning Trade | 408855 | 408855 | 75806 | 2431773 | 1562995 | 2431773 |
Largest Losing Trade | -34946 | -30951 | -34946 | -961916 | -961916 | -726238 |
Avg Bars in Trades | 133 | 130 | 135 | 133 | 130 | 135 |
Avg Bars in Winners | 209 | 191 | 232 | 209 | 191 | 232 |
Avg Bars in Losers | 67 | 66 | 67 | 67 | 66 | 67 |
Bars Traded | 10924 | 5356 | 5568 | 10924 | 5356 | 5568 |
Profit Streak | 0 | 0 | 55.3861 | 0 | 0 | 55.3861 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 200344 | 641106 | -278886 | 38988 | 312121 | 322463 |
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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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