Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1302696.8935 | 1171883.4627 | 130813.4308 | 2717013.2826 | -73872.8029 | 2790886.0855 |
Total P&L (%) | 1302.6969 | 1171.8835 | 130.8134 | 2717.0133 | -73.8728 | 2790.8861 |
Avg Daily Profit (%) | 0.7006 | 0.6302 | 0.0703 | 0.1797 | -0.0722 | 0.1811 |
Buy And Hold Return (%) | 61.4287 | 61.4287 | 61.4287 | 61.4287 | 61.4287 | 61.4287 |
Max Trade Drawdown | -148813 | -64272 | -100154 | -5976141 | -4218885 | -3305494 |
Profit Factor | 3.6829 | 5.6635 | 1.5584 | 1.1834 | 0.9898 | 1.3691 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 43.6782 | 38.6364 | 48.8372 | 43.6782 | 38.6364 | 48.8372 |
Ratio Avg Win / Avg Loss | 4.749 | 8.995 | 1.6326 | 1.5259 | 1.5721 | 1.4343 |
Largest Winning Trade | 944020 | 944020 | 61504 | 3046458 | 1679400 | 3046458 |
Largest Losing Trade | -56204 | -37563 | -56204 | -2640898 | -1273794 | -2640898 |
Avg Bars in Trades | 79 | 55 | 104 | 79 | 55 | 104 |
Avg Bars in Winners | 123 | 82 | 156 | 123 | 82 | 156 |
Avg Bars in Losers | 45 | 38 | 54 | 45 | 38 | 54 |
Bars Traded | 6937 | 2441 | 4496 | 6937 | 2441 | 4496 |
Profit Streak | 0 | 0 | 57.0073 | 0 | 0 | 57.0073 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 609083 | 562879 | -102099 | -12056 | -582360 | 307518 |
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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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