Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1411267.1632 | 1377526.8921 | 33740.2711 | 991446.7349 | 587574.3034 | 403872.4315 |
Total P&L (%) | 1411.2672 | 1377.5269 | 33.7403 | 991.4467 | 587.5743 | 403.8724 |
Avg Daily Profit (%) | 0.772 | 0.7536 | 0.0185 | 0.1308 | 0.1055 | 0.0885 |
Buy And Hold Return (%) | 726.2722 | 726.2722 | 726.2722 | 726.2722 | 726.2722 | 726.2722 |
Max Trade Drawdown | -122596 | -136796 | -32046 | -2191361 | -2400112 | -558507 |
Profit Factor | 3.3991 | 3.8684 | 1.3124 | 1.1164 | 1.0818 | 1.3021 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 45.2632 | 34.0426 | 56.25 | 45.2632 | 34.0426 | 56.25 |
Ratio Avg Win / Avg Loss | 4.1106 | 7.4951 | 1.0208 | 1.3501 | 2.0961 | 1.0127 |
Largest Winning Trade | 844098 | 844098 | 14542 | 2026139 | 2026139 | 230247 |
Largest Losing Trade | -50525 | -50525 | -16630 | -902850 | -902850 | -265717 |
Avg Bars in Trades | 71 | 137 | 6 | 71 | 137 | 6 |
Avg Bars in Winners | 89 | 228 | 6 | 89 | 228 | 6 |
Avg Bars in Losers | 56 | 89 | 7 | 56 | 89 | 7 |
Bars Traded | 6767 | 6444 | 323 | 6767 | 6444 | 323 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380539 | 217160 | -332638 | -164189 | -352980 | -239304 |
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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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