Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792067.5699 | 648473.4073 | 143594.1627 | 4633194.0554 | 1299973.5382 | 3333220.5172 |
Total P&L (%) | 792.0676 | 648.4734 | 143.5942 | 4633.1941 | 1299.9735 | 3333.2205 |
Avg Daily Profit (%) | 0.4895 | 0.4008 | 0.0887 | 0.2387 | 0.1632 | 0.2188 |
Buy And Hold Return (%) | 23.8775 | 23.8775 | 23.8775 | 23.8775 | 23.8775 | 23.8775 |
Max Trade Drawdown | -74462 | -109003 | -54484 | -2403307 | -3117698 | -688908 |
Profit Factor | 2.4468 | 3.1525 | 1.5832 | 1.4473 | 1.2012 | 1.8553 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 39.8305 | 37.2881 | 42.3729 | 39.8305 | 37.2881 | 42.3729 |
Ratio Avg Win / Avg Loss | 3.6962 | 5.302 | 2.1532 | 2.1864 | 2.0203 | 2.5231 |
Largest Winning Trade | 208040 | 208040 | 62147 | 1513936 | 1486913 | 1513936 |
Largest Losing Trade | -35958 | -31018 | -35958 | -1037401 | -1037401 | -594937 |
Avg Bars in Trades | 158 | 151 | 164 | 158 | 151 | 164 |
Avg Bars in Winners | 281 | 297 | 267 | 281 | 297 | 267 |
Avg Bars in Losers | 76 | 65 | 88 | 76 | 65 | 88 |
Bars Traded | 18669 | 8960 | 9709 | 18669 | 8960 | 9709 |
Profit Streak | 0 | 0 | 507.2635 | 0 | 0 | 507.2635 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415197 | -166123 | -251269 | 245594 | -173586 | -167343 |
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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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