Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1447557.2785 | 1346153.2005 | 101404.078 | 1681141.1921 | 567227.8503 | 1113913.3418 |
Total P&L (%) | 1447.5573 | 1346.1532 | 101.4041 | 1681.1412 | 567.2279 | 1113.9133 |
Avg Daily Profit (%) | 0.7815 | 0.7267 | 0.0547 | 0.1556 | 0.1025 | 0.1349 |
Buy And Hold Return (%) | 27.8958 | 27.8958 | 27.8958 | 27.8958 | 27.8958 | 27.8958 |
Max Trade Drawdown | -141834 | -107355 | -75494 | -1247819 | -922745 | -467510 |
Profit Factor | 3.7678 | 6.1973 | 1.3841 | 1.3835 | 1.254 | 1.5179 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 37.931 | 34.0909 | 41.8605 | 37.931 | 34.0909 | 41.8605 |
Ratio Avg Win / Avg Loss | 6.1655 | 11.9814 | 1.9224 | 2.2639 | 2.4245 | 2.1082 |
Largest Winning Trade | 1209065 | 1209065 | 62535 | 671637 | 671637 | 604124 |
Largest Losing Trade | -33169 | -23654 | -33169 | -395851 | -295710 | -395851 |
Avg Bars in Trades | 61 | 55 | 68 | 61 | 55 | 68 |
Avg Bars in Winners | 106 | 101 | 111 | 106 | 101 | 111 |
Avg Bars in Losers | 34 | 31 | 37 | 34 | 31 | 37 |
Bars Traded | 5378 | 2442 | 2935 | 5378 | 2442 | 2935 |
Profit Streak | 0 | 0 | 46.8217 | 0 | 0 | 46.8217 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555763 | 537826 | -123207 | 176485 | -60915 | -12599 |
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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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