Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1616788.262 | 1499240.8754 | 117547.3865 | 2674492.5868 | -58419.3152 | 2732911.9021 |
Total P&L (%) | 1616.7883 | 1499.2409 | 117.5474 | 2674.4926 | -58.4193 | 2732.9119 |
Avg Daily Profit (%) | 0.9002 | 0.8348 | 0.0655 | 0.1852 | -0.0488 | 0.1864 |
Buy And Hold Return (%) | 229.122 | 229.122 | 229.122 | 229.122 | 229.122 | 229.122 |
Max Trade Drawdown | -90729 | -73987 | -93010 | -2717023 | -2501468 | -1663960 |
Profit Factor | 4.4911 | 7.4541 | 1.5092 | 1.2327 | 0.9911 | 1.5544 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 51.6854 | 44.4444 | 59.0909 | 51.6854 | 44.4444 | 59.0909 |
Ratio Avg Win / Avg Loss | 4.1982 | 9.3177 | 1.0449 | 1.1523 | 1.2389 | 1.0762 |
Largest Winning Trade | 833304 | 833304 | 60912 | 1495027 | 1134209 | 1495027 |
Largest Losing Trade | -82966 | -28591 | -82966 | -937976 | -811951 | -937976 |
Avg Bars in Trades | 38 | 29 | 47 | 38 | 29 | 47 |
Avg Bars in Winners | 57 | 47 | 65 | 57 | 47 | 65 |
Avg Bars in Losers | 17 | 14 | 22 | 17 | 14 | 22 |
Bars Traded | 3416 | 1327 | 2089 | 3416 | 1327 | 2089 |
Profit Streak | 0 | 0 | 55.3847 | 0 | 0 | 55.3847 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 760706 | 705718 | -267315 | 289439 | -580928 | 439191 |
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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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