Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1715639.3128 | 1675100.5457 | 40538.7671 | 1870347.4388 | 566782.5732 | 1303564.8657 |
Total P&L (%) | 1715.6393 | 1675.1005 | 40.5388 | 1870.3474 | 566.7826 | 1303.5649 |
Avg Daily Profit (%) | 0.7245 | 0.7074 | 0.0171 | 0.126 | 0.0802 | 0.1116 |
Buy And Hold Return (%) | 454.4392 | 454.4392 | 454.4392 | 454.4392 | 454.4392 | 454.4392 |
Max Trade Drawdown | -95561 | -124267 | -98502 | -1910143 | -1361868 | -595586 |
Profit Factor | 3.838 | 6.2383 | 1.1424 | 1.3189 | 1.1608 | 1.5574 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 41.1765 | 39.2157 | 43.1373 | 41.1765 | 39.2157 | 43.1373 |
Ratio Avg Win / Avg Loss | 5.4829 | 9.6694 | 1.5058 | 1.8842 | 1.7992 | 2.053 |
Largest Winning Trade | 1435893 | 1435893 | 58194 | 1415529 | 1415529 | 1311118 |
Largest Losing Trade | -39816 | -28183 | -39816 | -894263 | -894263 | -305336 |
Avg Bars in Trades | 66 | 54 | 78 | 66 | 54 | 78 |
Avg Bars in Winners | 99 | 98 | 101 | 99 | 98 | 101 |
Avg Bars in Losers | 43 | 27 | 61 | 43 | 27 | 61 |
Bars Traded | 6829 | 2803 | 4026 | 6829 | 2803 | 4026 |
Profit Streak | 0 | 0 | 54.1893 | 0 | 0 | 54.1893 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499741 | -165847 | -580310 | -28415 | -401220 | -225768 |
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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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