Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643228.8243 | 466012.5391 | 177216.2853 | 4467191.6873 | 2070488.2294 | 2396703.458 |
Total P&L (%) | 643.2288 | 466.0125 | 177.2163 | 4467.1917 | 2070.4882 | 2396.7035 |
Avg Daily Profit (%) | 0.3473 | 0.2516 | 0.0957 | 0.2066 | 0.1663 | 0.1739 |
Buy And Hold Return (%) | 130.7854 | 130.7854 | 130.7854 | 130.7854 | 130.7854 | 130.7854 |
Max Trade Drawdown | -73544 | -73568 | -26863 | -806297 | -229749 | -757749 |
Profit Factor | 2.3824 | 3.0787 | 1.735 | 2.9069 | 3.1667 | 2.7279 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 65.7407 | 61.1111 | 70.3704 | 65.7407 | 61.1111 | 70.3704 |
Ratio Avg Win / Avg Loss | 1.2415 | 1.9592 | 0.7305 | 1.5149 | 2.0152 | 1.1486 |
Largest Winning Trade | 112343 | 112343 | 43474 | 1298458 | 656987 | 1298458 |
Largest Losing Trade | -73544 | -39429 | -73544 | -576548 | -229749 | -576548 |
Avg Bars in Trades | 99 | 89 | 109 | 99 | 89 | 109 |
Avg Bars in Winners | 97 | 71 | 120 | 97 | 71 | 120 |
Avg Bars in Losers | 102 | 116 | 82 | 102 | 116 | 82 |
Bars Traded | 10733 | 4811 | 5922 | 10733 | 4811 | 5922 |
Profit Streak | 44.0743 | 0 | 94.5743 | 44.0743 | 0 | 94.5743 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511183 | -167281 | -296094 | 594927 | -164813 | -164147 |
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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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