Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2325904.3985 | 2235878.2092 | 90026.1893 | 4650490.7201 | 2122061.3739 | 2528429.3462 |
Total P&L (%) | 2325.9044 | 2235.8782 | 90.0262 | 4650.4907 | 2122.0614 | 2528.4293 |
Avg Daily Profit (%) | 1.242 | 1.194 | 0.0481 | 0.2064 | 0.1657 | 0.1747 |
Buy And Hold Return (%) | 509.8205 | 509.8205 | 509.8205 | 509.8205 | 509.8205 | 509.8205 |
Max Trade Drawdown | -88774 | -136616 | -66709 | -3449081 | -3627412 | -1748649 |
Profit Factor | 4.8247 | 6.8396 | 1.3997 | 1.3544 | 1.2473 | 1.5566 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 54 | 33 | 21 | 54 | 33 | 21 |
Profitability (%) | 43.1579 | 31.25 | 55.3191 | 43.1579 | 31.25 | 55.3191 |
Ratio Avg Win / Avg Loss | 6.3545 | 15.047 | 1.1305 | 1.7839 | 2.7441 | 1.2573 |
Largest Winning Trade | 1675642 | 1675642 | 55449 | 3866131 | 3866131 | 2142488 |
Largest Losing Trade | -31616 | -31616 | -31203 | -1424073 | -1014514 | -1424073 |
Avg Bars in Trades | 115 | 101 | 129 | 115 | 101 | 129 |
Avg Bars in Winners | 192 | 196 | 190 | 192 | 196 | 190 |
Avg Bars in Losers | 57 | 59 | 54 | 57 | 59 | 54 |
Bars Traded | 10985 | 4888 | 6096 | 10985 | 4888 | 6096 |
Profit Streak | 0 | 0 | 44.5943 | 0 | 0 | 44.5943 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 615095 | 466337 | -292466 | 259638 | -662 | 339477 |
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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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