Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1576845.3365 | 1479735.2004 | 97110.1361 | 1134117.2908 | 525369.6478 | 608747.643 |
Total P&L (%) | 1576.8453 | 1479.7352 | 97.1101 | 1134.1173 | 525.3696 | 608.7476 |
Avg Daily Profit (%) | 0.8461 | 0.794 | 0.0521 | 0.1349 | 0.0984 | 0.1051 |
Buy And Hold Return (%) | 69.3751 | 69.3751 | 69.3751 | 69.3751 | 69.3751 | 69.3751 |
Max Trade Drawdown | -84097 | -65096 | -67827 | -877364 | -738910 | -582868 |
Profit Factor | 4.0597 | 6.238 | 1.417 | 1.2046 | 1.1677 | 1.2527 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 59.8131 | 57.4074 | 62.2642 | 59.8131 | 57.4074 | 62.2642 |
Ratio Avg Win / Avg Loss | 2.7276 | 4.6282 | 0.8588 | 0.8094 | 0.8664 | 0.7592 |
Largest Winning Trade | 1419409 | 1419409 | 54158 | 1071945 | 1071945 | 394045 |
Largest Losing Trade | -48448 | -48448 | -35111 | -483618 | -460530 | -483618 |
Avg Bars in Trades | 66 | 58 | 74 | 66 | 58 | 74 |
Avg Bars in Winners | 73 | 60 | 86 | 73 | 60 | 86 |
Avg Bars in Losers | 55 | 55 | 55 | 55 | 55 | 55 |
Bars Traded | 7106 | 3156 | 3949 | 7106 | 3156 | 3949 |
Profit Streak | 0 | 0 | 74.9754 | 0 | 0 | 74.9754 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 787245 | -157452 | -343101 | -13101 | -277985 | -231588 |
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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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