Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1490240.5423 | 1450266.9928 | 39973.5496 | 1783427.7113 | 1135585.2651 | 647842.4463 |
Total P&L (%) | 1490.2405 | 1450.267 | 39.9736 | 1783.4277 | 1135.5853 | 647.8424 |
Avg Daily Profit (%) | 0.6555 | 0.6379 | 0.0176 | 0.1292 | 0.1107 | 0.0885 |
Buy And Hold Return (%) | 173.9362 | 173.9362 | 173.9362 | 173.9362 | 173.9362 | 173.9362 |
Max Trade Drawdown | -155019 | -53376 | -139124 | -2299963 | -1430385 | -924600 |
Profit Factor | 3.5895 | 6.4954 | 1.1283 | 1.2577 | 1.2971 | 1.209 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 48.1481 | 46.3415 | 50 | 48.1481 | 46.3415 | 50 |
Ratio Avg Win / Avg Loss | 3.8656 | 7.521 | 1.1283 | 1.3544 | 1.5019 | 1.209 |
Largest Winning Trade | 988208 | 988208 | 56116 | 984172 | 984172 | 707827 |
Largest Losing Trade | -38368 | -29726 | -38368 | -1012343 | -1012343 | -323296 |
Avg Bars in Trades | 80 | 76 | 83 | 80 | 76 | 83 |
Avg Bars in Winners | 121 | 115 | 127 | 121 | 115 | 127 |
Avg Bars in Losers | 41 | 43 | 39 | 41 | 43 | 39 |
Bars Traded | 6500 | 3149 | 3351 | 6500 | 3149 | 3351 |
Profit Streak | 0 | 0 | 62.9624 | 0 | 0 | 62.9624 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 60984 | 681197 | -413961 | -37270 | -45374 | -76681 |
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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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