Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1638089.0203 | 1546579.4535 | 91509.5668 | 1238835.6186 | 602359.0899 | 636476.5287 |
Total P&L (%) | 1638.089 | 1546.5795 | 91.5096 | 1238.8356 | 602.3591 | 636.4765 |
Avg Daily Profit (%) | 0.8831 | 0.8337 | 0.0493 | 0.14 | 0.1051 | 0.1077 |
Buy And Hold Return (%) | 70.4545 | 70.4545 | 70.4545 | 70.4545 | 70.4545 | 70.4545 |
Max Trade Drawdown | -90284 | -68500 | -66570 | -1035715 | -895601 | -645809 |
Profit Factor | 4.1025 | 6.854 | 1.3469 | 1.255 | 1.244 | 1.2664 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 36.2637 | 30.4348 | 42.2222 | 36.2637 | 30.4348 | 42.2222 |
Ratio Avg Win / Avg Loss | 7.2105 | 15.6662 | 1.8431 | 2.2058 | 2.8435 | 1.733 |
Largest Winning Trade | 1496097 | 1496097 | 68691 | 921011 | 921011 | 503765 |
Largest Losing Trade | -32259 | -19959 | -32259 | -285170 | -181850 | -285170 |
Avg Bars in Trades | 59 | 51 | 66 | 59 | 51 | 66 |
Avg Bars in Winners | 119 | 117 | 121 | 119 | 117 | 121 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 5381 | 2373 | 3008 | 5381 | 2373 | 3008 |
Profit Streak | 0 | 0 | 42.2482 | 0 | 0 | 42.2482 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549928 | 510782 | -200761 | -9959 | -58889 | -50211 |
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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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