Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1559186.8283 | 1420565.8615 | 138620.9668 | 14498859.2275 | 10713792.9211 | 3785066.3064 |
Total P&L (%) | 1559.1868 | 1420.5659 | 138.621 | 14498.8592 | 10713.7929 | 3785.0663 |
Avg Daily Profit (%) | 0.8527 | 0.7769 | 0.0758 | 0.2729 | 0.2565 | 0.2003 |
Buy And Hold Return (%) | 731.78 | 731.78 | 731.78 | 731.78 | 731.78 | 731.78 |
Max Trade Drawdown | -76061 | -55333 | -31529 | -9447422 | -6174551 | -4882376 |
Profit Factor | 4.9974 | 7.479 | 1.8116 | 1.4709 | 1.7174 | 1.2388 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 45.4545 | 44.898 | 46 | 45.4545 | 44.898 | 46 |
Ratio Avg Win / Avg Loss | 5.9969 | 9.1787 | 2.1267 | 1.7651 | 2.1077 | 1.4542 |
Largest Winning Trade | 644297 | 644297 | 66551 | 12050126 | 12050126 | 3196100 |
Largest Losing Trade | -28001 | -28001 | -14447 | -2570601 | -2523962 | -2570601 |
Avg Bars in Trades | 33 | 44 | 22 | 33 | 44 | 22 |
Avg Bars in Winners | 48 | 64 | 33 | 48 | 64 | 33 |
Avg Bars in Losers | 21 | 28 | 13 | 21 | 28 | 13 |
Bars Traded | 3337 | 2201 | 1136 | 3337 | 2201 | 1136 |
Profit Streak | 0 | 178.4512 | 0 | 0 | 178.4512 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485388 | 493633 | -435399 | 338276 | 405755 | -174801 |
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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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