Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1632053.72 | 1566996.2572 | 65057.4628 | 3431049.7085 | 1495800.1222 | 1935249.5862 |
Total P&L (%) | 1632.0537 | 1566.9963 | 65.0575 | 3431.0497 | 1495.8001 | 1935.2496 |
Avg Daily Profit (%) | 0.6899 | 0.6624 | 0.0275 | 0.1508 | 0.1172 | 0.1275 |
Buy And Hold Return (%) | 553.4816 | 553.4816 | 553.4816 | 553.4816 | 553.4816 | 553.4816 |
Max Trade Drawdown | -99471 | -130508 | -77438 | -4798345 | -6243716 | -1973143 |
Profit Factor | 3.9102 | 6.2445 | 1.2483 | 1.156 | 1.1101 | 1.23 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 39.0805 | 38.6364 | 39.5349 | 39.0805 | 38.6364 | 39.5349 |
Ratio Avg Win / Avg Loss | 6.0954 | 9.9178 | 1.9092 | 1.802 | 1.7632 | 1.8812 |
Largest Winning Trade | 1253260 | 1253260 | 62718 | 6304675 | 6304675 | 2613451 |
Largest Losing Trade | -27900 | -27900 | -26342 | -1945512 | -1945512 | -925010 |
Avg Bars in Trades | 159 | 135 | 184 | 159 | 135 | 184 |
Avg Bars in Winners | 275 | 246 | 305 | 275 | 246 | 305 |
Avg Bars in Losers | 84 | 65 | 105 | 84 | 65 | 105 |
Bars Traded | 13881 | 5948 | 7933 | 13881 | 5948 | 7933 |
Profit Streak | 0 | 0 | 48.3335 | 0 | 0 | 48.3335 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433793 | 464260 | -324494 | -44746 | -142179 | -27811 |
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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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