Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1992666.0345 | 1945408.7869 | 47257.2476 | 1381516.0992 | 652431.5098 | 729084.5894 |
Total P&L (%) | 1992.666 | 1945.4088 | 47.2572 | 1381.5161 | 652.4315 | 729.0846 |
Avg Daily Profit (%) | 1.0675 | 1.0422 | 0.0253 | 0.1445 | 0.1082 | 0.1134 |
Buy And Hold Return (%) | 262.4025 | 262.4025 | 262.4025 | 262.4025 | 262.4025 | 262.4025 |
Max Trade Drawdown | -127886 | -108249 | -80503 | -2768898 | -2893448 | -1713299 |
Profit Factor | 3.8003 | 5.6413 | 1.1616 | 1.1007 | 1.0794 | 1.1326 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 29 | 10 | 19 | 29 | 10 | 19 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 30.5263 | 20.8333 | 40.4255 | 30.5263 | 20.8333 | 40.4255 |
Ratio Avg Win / Avg Loss | 8.6489 | 21.437 | 1.7118 | 2.5051 | 4.1017 | 1.6691 |
Largest Winning Trade | 1382504 | 1382504 | 57564 | 2695044 | 2695044 | 981895 |
Largest Losing Trade | -34280 | -23058 | -34280 | -947092 | -820026 | -947092 |
Avg Bars in Trades | 233 | 205 | 262 | 233 | 205 | 262 |
Avg Bars in Winners | 493 | 504 | 487 | 493 | 504 | 487 |
Avg Bars in Losers | 119 | 126 | 109 | 119 | 126 | 109 |
Bars Traded | 22170 | 9850 | 12320 | 22170 | 9850 | 12320 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467763 | -26726 | -370135 | -116798 | -232251 | -121728 |
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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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