Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1754104.5734 | 1723503.6285 | 30600.9449 | 1198371.8592 | 462799.5092 | 735572.35 |
Total P&L (%) | 1754.1046 | 1723.5036 | 30.6009 | 1198.3719 | 462.7995 | 735.5724 |
Avg Daily Profit (%) | 0.9373 | 0.9209 | 0.0164 | 0.1371 | 0.0924 | 0.1135 |
Buy And Hold Return (%) | 433.4659 | 433.4659 | 433.4659 | 433.4659 | 433.4659 | 433.4659 |
Max Trade Drawdown | -102484 | -139586 | -59701 | -7347674 | -7886805 | -1827396 |
Profit Factor | 3.7694 | 5.8311 | 1.1106 | 1.0549 | 1.0354 | 1.0843 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 40.8602 | 38.2979 | 43.4783 | 40.8602 | 38.2979 | 43.4783 |
Ratio Avg Win / Avg Loss | 5.4558 | 9.3945 | 1.4438 | 1.5269 | 1.6681 | 1.4096 |
Largest Winning Trade | 1204396 | 1204396 | 63997 | 6837544 | 6837544 | 2339325 |
Largest Losing Trade | -39422 | -35220 | -39422 | -1686515 | -1625387 | -1686515 |
Avg Bars in Trades | 38 | 29 | 48 | 38 | 29 | 48 |
Avg Bars in Winners | 54 | 44 | 62 | 54 | 44 | 62 |
Avg Bars in Losers | 28 | 20 | 36 | 28 | 20 | 36 |
Bars Traded | 3617 | 1401 | 2216 | 3617 | 1401 | 2216 |
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 | 528861 | 548637 | -438089 | -175221 | -399080 | -180241 |
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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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