Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1042420.354 | 908205.2183 | 134215.1356 | 4069039.1795 | 2310715.0924 | 1758324.0871 |
Total P&L (%) | 1042.4204 | 908.2052 | 134.2151 | 4069.0392 | 2310.7151 | 1758.3241 |
Avg Daily Profit (%) | 0.5626 | 0.4901 | 0.0724 | 0.2015 | 0.1719 | 0.1578 |
Buy And Hold Return (%) | 289.0537 | 289.0537 | 289.0537 | 289.0537 | 289.0537 | 289.0537 |
Max Trade Drawdown | -78334 | -93667 | -24337 | -2727438 | -2899460 | -392474 |
Profit Factor | 3.7032 | 4.0951 | 2.4559 | 1.7127 | 1.5104 | 2.4884 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 50 | 44.186 | 55.814 | 50 | 44.186 | 55.814 |
Ratio Avg Win / Avg Loss | 3.7032 | 5.1728 | 1.9443 | 1.7127 | 1.9078 | 1.97 |
Largest Winning Trade | 709590 | 709590 | 39084 | 2885282 | 2885282 | 485513 |
Largest Losing Trade | -40614 | -40614 | -22888 | -1483344 | -1483344 | -348909 |
Avg Bars in Trades | 125 | 219 | 31 | 125 | 219 | 31 |
Avg Bars in Winners | 177 | 358 | 34 | 177 | 358 | 34 |
Avg Bars in Losers | 73 | 109 | 27 | 73 | 109 | 27 |
Bars Traded | 10771 | 9431 | 1340 | 10771 | 9431 | 1340 |
Profit Streak | 0 | 0 | 168.1817 | 0 | 0 | 168.1817 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562971 | 448338 | -255944 | 414945 | 290444 | 474974 |
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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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