Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1780925.683 | 1639090.0137 | 141835.6693 | 5041463.7247 | 1293067.9622 | 3748395.7625 |
Total P&L (%) | 1780.9257 | 1639.09 | 141.8357 | 5041.4637 | 1293.068 | 3748.3958 |
Avg Daily Profit (%) | 0.9603 | 0.8838 | 0.0765 | 0.2127 | 0.1421 | 0.197 |
Buy And Hold Return (%) | 57.9634 | 57.9634 | 57.9634 | 57.9634 | 57.9634 | 57.9634 |
Max Trade Drawdown | -127580 | -105829 | -53707 | -6529226 | -5773711 | -2117625 |
Profit Factor | 5.3736 | 8.5174 | 1.7498 | 1.2716 | 1.1133 | 1.5248 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 38.1443 | 30.6122 | 45.8333 | 38.1443 | 30.6122 | 45.8333 |
Ratio Avg Win / Avg Loss | 8.714 | 19.306 | 2.068 | 2.0621 | 2.5234 | 1.802 |
Largest Winning Trade | 1455909 | 1455909 | 67538 | 5681255 | 5681255 | 2379146 |
Largest Losing Trade | -29403 | -28752 | -29403 | -2424377 | -2424377 | -950752 |
Avg Bars in Trades | 36 | 35 | 37 | 36 | 35 | 37 |
Avg Bars in Winners | 58 | 55 | 60 | 58 | 55 | 60 |
Avg Bars in Losers | 22 | 27 | 17 | 22 | 27 | 17 |
Bars Traded | 3525 | 1746 | 1779 | 3525 | 1746 | 1779 |
Profit Streak | 0 | 0 | 81.028 | 0 | 0 | 81.028 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 612791 | 515649 | -92395 | 173365 | -105133 | 345852 |
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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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