Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1620935.9527 | 1577083.9714 | 43851.9814 | 1699552.0545 | 1016917.5052 | 682634.5493 |
Total P&L (%) | 1620.936 | 1577.084 | 43.852 | 1699.5521 | 1016.9175 | 682.6345 |
Avg Daily Profit (%) | 0.7187 | 0.6992 | 0.0194 | 0.1282 | 0.107 | 0.0913 |
Buy And Hold Return (%) | 689.2958 | 689.2958 | 689.2958 | 689.2958 | 689.2958 | 689.2958 |
Max Trade Drawdown | -124354 | -45451 | -153205 | -2179322 | -1354398 | -1039852 |
Profit Factor | 3.6819 | 7.4956 | 1.1213 | 1.2765 | 1.3525 | 1.2093 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 57.9545 | 54.5455 | 61.3636 | 57.9545 | 54.5455 | 61.3636 |
Ratio Avg Win / Avg Loss | 2.6712 | 6.2463 | 0.706 | 0.9261 | 1.1271 | 0.7614 |
Largest Winning Trade | 1144031 | 1144031 | 58499 | 890009 | 794493 | 890009 |
Largest Losing Trade | -68113 | -34340 | -68113 | -781494 | -781494 | -574456 |
Avg Bars in Trades | 47 | 49 | 46 | 47 | 49 | 46 |
Avg Bars in Winners | 54 | 52 | 55 | 54 | 52 | 55 |
Avg Bars in Losers | 39 | 45 | 32 | 39 | 45 | 32 |
Bars Traded | 4214 | 2158 | 2056 | 4214 | 2158 | 2056 |
Profit Streak | 0 | 0 | 69.0467 | 0 | 0 | 69.0467 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 576725 | 594409 | -418498 | -25675 | -66514 | -235657 |
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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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