Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1101400.1937 | 934357.4932 | 167042.7005 | 17588527.3324 | 13026700.5091 | 4561826.8233 |
Total P&L (%) | 1101.4002 | 934.3575 | 167.0427 | 17588.5273 | 13026.7005 | 4561.8268 |
Avg Daily Profit (%) | 0.6096 | 0.5171 | 0.0925 | 0.2869 | 0.2703 | 0.2129 |
Buy And Hold Return (%) | 212.8759 | 212.8759 | 212.8759 | 212.8759 | 212.8759 | 212.8759 |
Max Trade Drawdown | -54910 | -39394 | -35602 | -7011285 | -5911664 | -5150886 |
Profit Factor | 4.3852 | 7.6128 | 1.9076 | 1.7386 | 2.2584 | 1.3388 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 35.1648 | 35.5556 | 34.7826 | 35.1648 | 35.5556 | 34.7826 |
Ratio Avg Win / Avg Loss | 8.0853 | 13.7982 | 3.5767 | 3.2055 | 4.0933 | 2.5103 |
Largest Winning Trade | 419961 | 419961 | 72745 | 9439595 | 9439595 | 7911322 |
Largest Losing Trade | -17630 | -17489 | -17630 | -3006600 | -2535232 | -3006600 |
Avg Bars in Trades | 75 | 66 | 85 | 75 | 66 | 85 |
Avg Bars in Winners | 172 | 162 | 182 | 172 | 162 | 182 |
Avg Bars in Losers | 23 | 13 | 33 | 23 | 13 | 33 |
Bars Traded | 6913 | 3004 | 3910 | 6913 | 3004 | 3910 |
Profit Streak | 11.5202 | 0 | 12.5202 | 11.5202 | 0 | 12.5202 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459738 | 426570 | -236917 | 258516 | 265903 | 156647 |
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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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