Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1445611.5129 | 1384779.9175 | 60831.5954 | 710228.8886 | 453779.1869 | 256449.7016 |
Total P&L (%) | 1445.6115 | 1384.7799 | 60.8316 | 710.2289 | 453.7792 | 256.4497 |
Avg Daily Profit (%) | 0.7771 | 0.7444 | 0.0327 | 0.1125 | 0.092 | 0.0683 |
Buy And Hold Return (%) | 81.8417 | 81.8417 | 81.8417 | 81.8417 | 81.8417 | 81.8417 |
Max Trade Drawdown | -115899 | -103755 | -83060 | -823558 | -879230 | -618561 |
Profit Factor | 3.7116 | 6.2183 | 1.2272 | 1.1886 | 1.236 | 1.1392 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 41.7476 | 38.4615 | 45.098 | 41.7476 | 38.4615 | 45.098 |
Ratio Avg Win / Avg Loss | 5.179 | 9.9492 | 1.494 | 1.6585 | 1.9776 | 1.3868 |
Largest Winning Trade | 1314932 | 1314932 | 68168 | 971395 | 971395 | 463621 |
Largest Losing Trade | -24882 | -20656 | -24882 | -236710 | -162506 | -236710 |
Avg Bars in Trades | 52 | 42 | 62 | 52 | 42 | 62 |
Avg Bars in Winners | 78 | 64 | 90 | 78 | 64 | 90 |
Avg Bars in Losers | 33 | 27 | 39 | 33 | 27 | 39 |
Bars Traded | 5370 | 2186 | 3184 | 5370 | 2186 | 3184 |
Profit Streak | 0 | 0 | 53.8165 | 0 | 0 | 53.8165 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607859 | -163323 | -496323 | -57254 | -254786 | -353106 |
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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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