Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1316181.1845 | 1277797.3139 | 38383.8705 | 404362.3478 | 328057.3055 | 76305.0422 |
Total P&L (%) | 1316.1812 | 1277.7973 | 38.3839 | 404.3623 | 328.0573 | 76.305 |
Avg Daily Profit (%) | 0.7102 | 0.6895 | 0.0207 | 0.0873 | 0.0785 | 0.0306 |
Buy And Hold Return (%) | 75.8949 | 75.8949 | 75.8949 | 75.8949 | 75.8949 | 75.8949 |
Max Trade Drawdown | -97660 | -93080 | -102612 | -525637 | -503961 | -446612 |
Profit Factor | 3.3668 | 5.6962 | 1.1352 | 1.1601 | 1.2574 | 1.061 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 42.8571 | 37.7358 | 48.0769 | 42.8571 | 37.7358 | 48.0769 |
Ratio Avg Win / Avg Loss | 4.4891 | 9.3987 | 1.226 | 1.5468 | 2.0747 | 1.1459 |
Largest Winning Trade | 1226093 | 1226093 | 66743 | 693620 | 693620 | 228278 |
Largest Losing Trade | -28707 | -28707 | -26641 | -133476 | -133476 | -120407 |
Avg Bars in Trades | 51 | 40 | 62 | 51 | 40 | 62 |
Avg Bars in Winners | 76 | 57 | 90 | 76 | 57 | 90 |
Avg Bars in Losers | 32 | 29 | 36 | 32 | 29 | 36 |
Bars Traded | 5371 | 2123 | 3248 | 5371 | 2123 | 3248 |
Profit Streak | 0 | 0 | 36.0932 | 0 | 0 | 36.0932 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 588154 | -164298 | -582643 | -123269 | -273979 | -649367 |
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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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