Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1745393.9508 | 1638371.3028 | 107022.648 | 2318496.8038 | 1285315.6702 | 1033181.1336 |
Total P&L (%) | 1745.394 | 1638.3713 | 107.0226 | 2318.4968 | 1285.3157 | 1033.1811 |
Avg Daily Profit (%) | 0.9438 | 0.8859 | 0.0579 | 0.1724 | 0.1422 | 0.1314 |
Buy And Hold Return (%) | 59.6299 | 59.6299 | 59.6299 | 59.6299 | 59.6299 | 59.6299 |
Max Trade Drawdown | -154367 | -123793 | -64848 | -3412428 | -2577741 | -1309807 |
Profit Factor | 4.6148 | 7.323 | 1.4784 | 1.2732 | 1.2704 | 1.2768 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
Profitability (%) | 32.7103 | 22.2222 | 43.3962 | 32.7103 | 22.2222 | 43.3962 |
Ratio Avg Win / Avg Loss | 9.4934 | 25.6304 | 1.9283 | 2.6192 | 4.4465 | 1.6654 |
Largest Winning Trade | 1522262 | 1522262 | 68186 | 2024747 | 2024747 | 890793 |
Largest Losing Trade | -34135 | -34135 | -21217 | -801850 | -801850 | -790153 |
Avg Bars in Trades | 49 | 41 | 56 | 49 | 41 | 56 |
Avg Bars in Winners | 117 | 137 | 106 | 117 | 137 | 106 |
Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
Bars Traded | 5277 | 2261 | 3016 | 5277 | 2261 | 3016 |
Profit Streak | 0 | 0 | 44.6821 | 0 | 0 | 44.6821 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517105 | -200621 | -303685 | 86189 | -224120 | -198263 |
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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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