Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1516967.5831 | 1428716.7255 | 88250.8576 | 1219760.6491 | 72922.5109 | 1146838.1382 |
Total P&L (%) | 1516.9676 | 1428.7167 | 88.2509 | 1219.7606 | 72.9225 | 1146.8381 |
Avg Daily Profit (%) | 0.814 | 0.7666 | 0.0474 | 0.1385 | 0.0294 | 0.1355 |
Buy And Hold Return (%) | 73.3933 | 73.3933 | 73.3933 | 73.3933 | 73.3933 | 73.3933 |
Max Trade Drawdown | -92968 | -105368 | -61699 | -1096914 | -1332499 | -335159 |
Profit Factor | 4.1738 | 6.7064 | 1.3877 | 1.2602 | 1.0269 | 1.58 |
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 | 5.382 | 10.6513 | 1.4538 | 1.625 | 1.631 | 1.6552 |
Largest Winning Trade | 1345434 | 1345434 | 58442 | 873779 | 873779 | 574641 |
Largest Losing Trade | -31786 | -24384 | -31786 | -394089 | -394089 | -252793 |
Avg Bars in Trades | 62 | 48 | 76 | 62 | 48 | 76 |
Avg Bars in Winners | 93 | 82 | 101 | 93 | 82 | 101 |
Avg Bars in Losers | 38 | 27 | 52 | 38 | 27 | 52 |
Bars Traded | 5423 | 2139 | 3284 | 5423 | 2139 | 3284 |
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 | 653074 | 613733 | -232247 | -8952 | -513577 | -9245 |
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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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