Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1017976.2584 | 902397.5454 | 115578.713 | 7132911.4621 | 3003280.8811 | 4129630.5809 |
Total P&L (%) | 1017.9763 | 902.3975 | 115.5787 | 7132.9115 | 3003.2809 | 4129.6306 |
Avg Daily Profit (%) | 0.5412 | 0.4797 | 0.0614 | 0.2279 | 0.1828 | 0.1993 |
Buy And Hold Return (%) | 288.6059 | 288.6059 | 288.6059 | 288.6059 | 288.6059 | 288.6059 |
Max Trade Drawdown | -83678 | -65738 | -128653 | -8067151 | -5187252 | -3538946 |
Profit Factor | 2.9926 | 4.9258 | 1.4113 | 1.3316 | 1.2601 | 1.4144 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 34.375 | 33.3333 | 35.4167 | 34.375 | 33.3333 | 35.4167 |
Ratio Avg Win / Avg Loss | 5.7131 | 9.8516 | 2.5735 | 2.5421 | 2.5202 | 2.5792 |
Largest Winning Trade | 425718 | 425718 | 61354 | 5806964 | 5806964 | 4831250 |
Largest Losing Trade | -40284 | -23424 | -40284 | -2082043 | -2082043 | -1351211 |
Avg Bars in Trades | 55 | 60 | 51 | 55 | 60 | 51 |
Avg Bars in Winners | 115 | 122 | 109 | 115 | 122 | 109 |
Avg Bars in Losers | 24 | 29 | 19 | 24 | 29 | 19 |
Bars Traded | 5368 | 2911 | 2457 | 5368 | 2911 | 2457 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 295436 | 316010 | -280365 | 138358 | 88164 | 156348 |
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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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