Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1645931.2989 | 1554381.8233 | 91549.4756 | 922359.0792 | -411581.7898 | 1333940.869 |
Total P&L (%) | 1645.9313 | 1554.3818 | 91.5495 | 922.3591 | -411.5818 | 1333.9409 |
Avg Daily Profit (%) | 0.8875 | 0.8382 | 0.0494 | 0.1254 | 0 | 0.1437 |
Buy And Hold Return (%) | 67.997 | 67.997 | 67.997 | 67.997 | 67.997 | 67.997 |
Max Trade Drawdown | -133210 | -115911 | -71453 | -3196759 | -3649169 | -1514537 |
Profit Factor | 4.4368 | 6.3229 | 1.4898 | 1.0839 | 0.9411 | 1.3333 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 49.4118 | 44.186 | 54.7619 | 49.4118 | 44.186 | 54.7619 |
Ratio Avg Win / Avg Loss | 4.5424 | 7.9868 | 1.2307 | 1.1097 | 1.1888 | 1.1014 |
Largest Winning Trade | 1547189 | 1547189 | 49869 | 1562224 | 1562224 | 945965 |
Largest Losing Trade | -36900 | -23586 | -36900 | -746323 | -745651 | -746323 |
Avg Bars in Trades | 82 | 76 | 89 | 82 | 76 | 89 |
Avg Bars in Winners | 116 | 107 | 124 | 116 | 107 | 124 |
Avg Bars in Losers | 49 | 52 | 46 | 49 | 52 | 46 |
Bars Traded | 7044 | 3299 | 3746 | 7044 | 3299 | 3746 |
Profit Streak | 0 | 0 | 44.4039 | 0 | 0 | 44.4039 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 742400 | 702622 | -182542 | -153382 | -581321 | 25668 |
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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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