Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1757255.9208 | 1665481.4133 | 91774.5075 | 1487903.8656 | 598743.1196 | 889160.746 |
Total P&L (%) | 1757.2559 | 1665.4814 | 91.7745 | 1487.9039 | 598.7431 | 889.1607 |
Avg Daily Profit (%) | 0.9434 | 0.8941 | 0.0493 | 0.1486 | 0.1044 | 0.1231 |
Buy And Hold Return (%) | 29.1354 | 29.1354 | 29.1354 | 29.1354 | 29.1354 | 29.1354 |
Max Trade Drawdown | -120204 | -96720 | -60384 | -1356274 | -1108606 | -744058 |
Profit Factor | 4.8834 | 7.8935 | 1.4352 | 1.2939 | 1.2029 | 1.4213 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 44.9275 | 37.1429 | 52.9412 | 44.9275 | 37.1429 | 52.9412 |
Ratio Avg Win / Avg Loss | 5.9861 | 13.3581 | 1.2757 | 1.5861 | 2.0356 | 1.2634 |
Largest Winning Trade | 1585776 | 1585776 | 66961 | 1639335 | 1639335 | 640870 |
Largest Losing Trade | -39318 | -39318 | -38642 | -556343 | -351369 | -556343 |
Avg Bars in Trades | 77 | 70 | 86 | 77 | 70 | 86 |
Avg Bars in Winners | 113 | 101 | 122 | 113 | 101 | 122 |
Avg Bars in Losers | 49 | 51 | 45 | 49 | 51 | 45 |
Bars Traded | 5380 | 2450 | 2930 | 5380 | 2450 | 2930 |
Profit Streak | 0 | 0 | 48.8471 | 0 | 0 | 48.8471 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87250 | 603586 | -128254 | -101411 | -57562 | -26493 |
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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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