Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918412.0138 | 740780.3127 | 177631.701 | 10262191.689 | 5301423.7587 | 4960767.9303 |
Total P&L (%) | 918.412 | 740.7803 | 177.6317 | 10262.1917 | 5301.4238 | 4960.7679 |
Avg Daily Profit (%) | 0.4992 | 0.4026 | 0.0965 | 0.2526 | 0.2171 | 0.2135 |
Buy And Hold Return (%) | 186.8908 | 186.8908 | 186.8908 | 186.8908 | 186.8908 | 186.8908 |
Max Trade Drawdown | -71322 | -51791 | -65361 | -4067664 | -4371941 | -1932612 |
Profit Factor | 2.3366 | 2.9576 | 1.5754 | 1.5959 | 1.4784 | 1.808 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 56.3291 | 53.1646 | 59.4937 | 56.3291 | 53.1646 | 59.4937 |
Ratio Avg Win / Avg Loss | 1.8115 | 2.6055 | 1.0726 | 1.2373 | 1.3024 | 1.231 |
Largest Winning Trade | 419510 | 419510 | 40333 | 2333050 | 2333050 | 1411766 |
Largest Losing Trade | -40580 | -30049 | -40580 | -2179357 | -2179357 | -1642440 |
Avg Bars in Trades | 68 | 69 | 67 | 68 | 69 | 67 |
Avg Bars in Winners | 79 | 83 | 75 | 79 | 83 | 75 |
Avg Bars in Losers | 53 | 52 | 54 | 53 | 52 | 54 |
Bars Traded | 10766 | 5452 | 5314 | 10766 | 5452 | 5314 |
Profit Streak | 0 | 0 | 42.8667 | 0 | 0 | 42.8667 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550198 | -13384 | -252984 | 432986 | -17190 | -14425 |
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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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