Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1569652.0387 | 1458181.534 | 111470.5048 | 4401208.0838 | 1811576.9305 | 2589631.1533 |
Total P&L (%) | 1569.652 | 1458.1815 | 111.4705 | 4401.2081 | 1811.5769 | 2589.6312 |
Avg Daily Profit (%) | 0.8335 | 0.7743 | 0.0592 | 0.2024 | 0.1568 | 0.175 |
Buy And Hold Return (%) | 348.0201 | 348.0201 | 348.0201 | 348.0201 | 348.0201 | 348.0201 |
Max Trade Drawdown | -100207 | -66165 | -81129 | -1441427 | -1531155 | -713553 |
Profit Factor | 3.9357 | 5.9738 | 1.4616 | 1.4918 | 1.3193 | 1.7906 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 41.5842 | 33.3333 | 50 | 41.5842 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 5.5287 | 11.9476 | 1.4616 | 2.0956 | 2.6385 | 1.7906 |
Largest Winning Trade | 1125555 | 1125555 | 57220 | 1711450 | 1711450 | 1211558 |
Largest Losing Trade | -34168 | -20580 | -34168 | -696338 | -696338 | -457232 |
Avg Bars in Trades | 72 | 63 | 82 | 72 | 63 | 82 |
Avg Bars in Winners | 124 | 118 | 128 | 124 | 118 | 128 |
Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
Bars Traded | 7332 | 3216 | 4116 | 7332 | 3216 | 4116 |
Profit Streak | 0 | 0 | 53.382 | 0 | 0 | 53.382 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555725 | -167134 | -458085 | 267151 | -178752 | -168272 |
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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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