Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1421075.3612 | 1294731.7493 | 126343.6119 | 1481793.1376 | 431815.539 | 1049977.5986 |
Total P&L (%) | 1421.0754 | 1294.7317 | 126.3436 | 1481.7931 | 431.8155 | 1049.9776 |
Avg Daily Profit (%) | 0.762 | 0.6942 | 0.0677 | 0.1482 | 0.0896 | 0.131 |
Buy And Hold Return (%) | 16.3146 | 16.3146 | 16.3146 | 16.3146 | 16.3146 | 16.3146 |
Max Trade Drawdown | -83122 | -64641 | -42900 | -1468054 | -1195064 | -807363 |
Profit Factor | 5.0563 | 7.5127 | 1.8338 | 1.285 | 1.142 | 1.4862 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 48 | 18 | 30 | 48 | 18 | 30 |
Losing Trades | 43 | 28 | 15 | 43 | 28 | 15 |
Profitability (%) | 52.7473 | 39.1304 | 66.6667 | 52.7473 | 39.1304 | 66.6667 |
Ratio Avg Win / Avg Loss | 4.5296 | 11.6864 | 0.9169 | 1.1511 | 1.7765 | 0.7431 |
Largest Winning Trade | 1275149 | 1275149 | 64611 | 1275149 | 1275149 | 521375 |
Largest Losing Trade | -49916 | -49916 | -42227 | -802241 | -711788 | -802241 |
Avg Bars in Trades | 57 | 43 | 72 | 57 | 43 | 72 |
Avg Bars in Winners | 79 | 70 | 85 | 79 | 70 | 85 |
Avg Bars in Losers | 33 | 25 | 46 | 33 | 25 | 46 |
Bars Traded | 5260 | 1997 | 3262 | 5260 | 1997 | 3262 |
Profit Streak | 0 | 0 | 79.7532 | 0 | 0 | 79.7532 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 765940 | 598921 | -98089 | 206927 | -140620 | -14423 |
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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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