Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872112.5768 | 680380.8798 | 191731.6969 | 5567053.5177 | 8010814.3864 | -2443760.8687 |
Total P&L (%) | 872.1126 | 680.3809 | 191.7317 | 5567.0535 | 8010.8144 | -2443.7609 |
Avg Daily Profit (%) | 0.4186 | 0.3266 | 0.092 | 0.194 | 0.2112 | 0 |
Buy And Hold Return (%) | 30.2071 | 30.2071 | 30.2071 | 30.2071 | 30.2071 | 30.2071 |
Max Trade Drawdown | -105437 | -108222 | -78688 | -11841684 | -6199244 | -11205618 |
Profit Factor | 1.955 | 2.5384 | 1.4071 | 1.1001 | 1.3308 | 0.9222 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Losing Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Profitability (%) | 52.4664 | 52.2523 | 52.6786 | 52.4664 | 52.2523 | 52.6786 |
Ratio Avg Win / Avg Loss | 1.7712 | 2.3196 | 1.264 | 0.9967 | 1.216 | 0.8284 |
Largest Winning Trade | 181525 | 181525 | 61368 | 4103036 | 4103036 | 2727935 |
Largest Losing Trade | -78688 | -37127 | -78688 | -11205618 | -2190360 | -11205618 |
Avg Bars in Trades | 110 | 88 | 132 | 110 | 88 | 132 |
Avg Bars in Winners | 125 | 93 | 158 | 125 | 93 | 158 |
Avg Bars in Losers | 93 | 83 | 103 | 93 | 83 | 103 |
Bars Traded | 24608 | 9811 | 14796 | 24608 | 9811 | 14796 |
Profit Streak | 0 | 38.7358 | 0 | 0 | 38.7358 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543834 | 555204 | -69703 | -102608 | 355282 | -580687 |
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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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