Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885662.3772 | 717885.5842 | 167776.7929 | 6347000.5994 | 2234545.8097 | 4112454.7897 |
Total P&L (%) | 885.6624 | 717.8856 | 167.7768 | 6347.0006 | 2234.5458 | 4112.4548 |
Avg Daily Profit (%) | 0.4758 | 0.3856 | 0.0901 | 0.2241 | 0.1694 | 0.2011 |
Buy And Hold Return (%) | 34.7083 | 34.7083 | 34.7083 | 34.7083 | 34.7083 | 34.7083 |
Max Trade Drawdown | -122675 | -107858 | -82059 | -2770272 | -2048874 | -1059230 |
Profit Factor | 2.8227 | 3.7754 | 1.7383 | 1.7911 | 1.4702 | 2.2575 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 47.1264 | 48.8372 | 45.4545 | 47.1264 | 48.8372 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.167 | 3.9551 | 2.086 | 2.0096 | 1.5402 | 2.709 |
Largest Winning Trade | 321361 | 321361 | 61417 | 2481747 | 1395845 | 2481747 |
Largest Losing Trade | -34640 | -34640 | -32286 | -1401432 | -1401432 | -620131 |
Avg Bars in Trades | 39 | 55 | 24 | 39 | 55 | 24 |
Avg Bars in Winners | 59 | 80 | 36 | 59 | 80 | 36 |
Avg Bars in Losers | 22 | 30 | 14 | 22 | 30 | 14 |
Bars Traded | 3441 | 2365 | 1076 | 3441 | 2365 | 1076 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536314 | 580321 | -72250 | 387192 | 345950 | 392878 |
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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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