Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1474322.1469 | 1419439.9531 | 54882.1938 | 2415972.6454 | 232911.6402 | 2183061.0052 |
Total P&L (%) | 1474.3221 | 1419.44 | 54.8822 | 2415.9726 | 232.9116 | 2183.061 |
Avg Daily Profit (%) | 0.7856 | 0.7564 | 0.0292 | 0.172 | 0.0641 | 0.1668 |
Buy And Hold Return (%) | 533.6058 | 533.6058 | 533.6058 | 533.6058 | 533.6058 | 533.6058 |
Max Trade Drawdown | -233631 | -199679 | -61086 | -12843974 | -12165374 | -1738072 |
Profit Factor | 3.2466 | 4.886 | 1.1886 | 1.1061 | 1.0152 | 1.295 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 42.5287 | 44.186 | 40.9091 | 42.5287 | 44.186 | 40.9091 |
Ratio Avg Win / Avg Loss | 4.3873 | 6.1717 | 1.7169 | 1.4948 | 1.2823 | 1.8706 |
Largest Winning Trade | 852190 | 852190 | 38390 | 9441311 | 9441311 | 2986433 |
Largest Losing Trade | -53080 | -43866 | -53080 | -3363549 | -3363549 | -1701395 |
Avg Bars in Trades | 61 | 71 | 51 | 61 | 71 | 51 |
Avg Bars in Winners | 73 | 78 | 68 | 73 | 78 | 68 |
Avg Bars in Losers | 52 | 65 | 40 | 52 | 65 | 40 |
Bars Traded | 5331 | 3060 | 2271 | 5331 | 3060 | 2271 |
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 | 477140 | 535715 | -335004 | -100418 | -479171 | 118823 |
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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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