Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1589154.4429 | 1594213.8766 | -5059.4338 | 1006302.2857 | 1440088.7534 | -433786.4677 |
Total P&L (%) | 1589.1544 | 1594.2139 | -5.0594 | 1006.3023 | 1440.0888 | -433.7865 |
Avg Daily Profit (%) | 0.7009 | 0.7031 | -0.0022 | 0.1061 | 0.1207 | 0 |
Buy And Hold Return (%) | 369.4758 | 369.4758 | 369.4758 | 369.4758 | 369.4758 | 369.4758 |
Max Trade Drawdown | -239758 | -101315 | -217153 | -1019878 | -710612 | -1172440 |
Profit Factor | 3.1966 | 5.8111 | 0.9871 | 1.2025 | 1.6182 | 0.8356 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 32.5843 | 28.8889 | 36.3636 | 32.5843 | 28.8889 | 36.3636 |
Ratio Avg Win / Avg Loss | 6.6137 | 14.3043 | 1.7274 | 2.488 | 3.9832 | 1.4623 |
Largest Winning Trade | 970927 | 970927 | 60942 | 927827 | 927827 | 759256 |
Largest Losing Trade | -50478 | -34740 | -50478 | -531578 | -313819 | -531578 |
Avg Bars in Trades | 69 | 50 | 89 | 69 | 50 | 89 |
Avg Bars in Winners | 151 | 120 | 177 | 151 | 120 | 177 |
Avg Bars in Losers | 30 | 22 | 38 | 30 | 22 | 38 |
Bars Traded | 6210 | 2287 | 3923 | 6210 | 2287 | 3923 |
Profit Streak | 0 | 0 | 59.8033 | 0 | 0 | 59.8033 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357788 | 222352 | -582684 | -60259 | -43349 | -583795 |
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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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