Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1279538.8536 | 1241411.3501 | 38127.5034 | 1633805.0665 | 1036015.3335 | 597789.733 |
Total P&L (%) | 1279.5389 | 1241.4114 | 38.1275 | 1633.8051 | 1036.0153 | 597.7897 |
Avg Daily Profit (%) | 0.5674 | 0.5505 | 0.0169 | 0.1266 | 0.1078 | 0.0862 |
Buy And Hold Return (%) | 362.9874 | 362.9874 | 362.9874 | 362.9874 | 362.9874 | 362.9874 |
Max Trade Drawdown | -200306 | -59220 | -217157 | -729076 | -490012 | -680784 |
Profit Factor | 3.1737 | 6.2656 | 1.108 | 1.4551 | 1.6298 | 1.3074 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 34.188 | 33.8983 | 34.4828 | 34.188 | 33.8983 | 34.4828 |
Ratio Avg Win / Avg Loss | 6.1093 | 12.2179 | 2.1053 | 2.8011 | 3.1781 | 2.484 |
Largest Winning Trade | 827527 | 827527 | 64173 | 757191 | 545267 | 757191 |
Largest Losing Trade | -65382 | -17360 | -65382 | -228958 | -228958 | -188905 |
Avg Bars in Trades | 73 | 65 | 82 | 73 | 65 | 82 |
Avg Bars in Winners | 175 | 150 | 201 | 175 | 150 | 201 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 8609 | 3850 | 4759 | 8609 | 3850 | 4759 |
Profit Streak | 0 | 0 | 43.0847 | 0 | 0 | 43.0847 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315355 | -166396 | -622427 | -29087 | -232015 | -271301 |
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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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