Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1161374.4091 | 1051471.8202 | 109902.5888 | 2025221.0865 | 440284.9578 | 1584936.1287 |
Total P&L (%) | 1161.3744 | 1051.4718 | 109.9026 | 2025.2211 | 440.285 | 1584.9361 |
Avg Daily Profit (%) | 0.6245 | 0.5654 | 0.0591 | 0.1645 | 0.0907 | 0.152 |
Buy And Hold Return (%) | 90.5981 | 90.5981 | 90.5981 | 90.5981 | 90.5981 | 90.5981 |
Max Trade Drawdown | -124703 | -106079 | -54420 | -3666764 | -3546681 | -1389580 |
Profit Factor | 3.2834 | 5.268 | 1.4191 | 1.1764 | 1.0731 | 1.2903 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 50.5747 | 47.7273 | 53.4884 | 50.5747 | 47.7273 | 53.4884 |
Ratio Avg Win / Avg Loss | 3.2088 | 5.7698 | 1.234 | 1.1496 | 1.1753 | 1.122 |
Largest Winning Trade | 909165 | 909165 | 62678 | 1635526 | 1635526 | 1444738 |
Largest Losing Trade | -44953 | -23931 | -44953 | -1389580 | -862742 | -1389580 |
Avg Bars in Trades | 122 | 114 | 129 | 122 | 114 | 129 |
Avg Bars in Winners | 145 | 136 | 154 | 145 | 136 | 154 |
Avg Bars in Losers | 97 | 95 | 101 | 97 | 95 | 101 |
Bars Traded | 10622 | 5043 | 5579 | 10622 | 5043 | 5579 |
Profit Streak | 53.142 | 53.142 | 76.8086 | 53.142 | 53.142 | 76.8086 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 692462 | 680024 | -211629 | -17506 | -213670 | 313664 |
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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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