Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1867723.0348 | 1777924.3147 | 89798.7201 | 6541847.5978 | 5008479.8632 | 1533367.7346 |
Total P&L (%) | 1867.723 | 1777.9243 | 89.7987 | 6541.8476 | 5008.4799 | 1533.3677 |
Avg Daily Profit (%) | 0.7918 | 0.7537 | 0.0381 | 0.178 | 0.1669 | 0.1185 |
Buy And Hold Return (%) | 574.9015 | 574.9015 | 574.9015 | 574.9015 | 574.9015 | 574.9015 |
Max Trade Drawdown | -154364 | -172312 | -77062 | -8204420 | -7773634 | -2352340 |
Profit Factor | 4.1061 | 6.1458 | 1.3511 | 1.2758 | 1.3336 | 1.1762 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 41.3043 | 32.6087 | 50 | 41.3043 | 32.6087 | 50 |
Ratio Avg Win / Avg Loss | 5.835 | 12.7014 | 1.3511 | 1.813 | 2.7561 | 1.1762 |
Largest Winning Trade | 1403693 | 1403693 | 63576 | 8861127 | 8861127 | 3146927 |
Largest Losing Trade | -30916 | -30916 | -21330 | -2509151 | -2509151 | -1984961 |
Avg Bars in Trades | 152 | 140 | 164 | 152 | 140 | 164 |
Avg Bars in Winners | 262 | 283 | 247 | 262 | 283 | 247 |
Avg Bars in Losers | 75 | 71 | 81 | 75 | 71 | 81 |
Bars Traded | 14057 | 6481 | 7575 | 14057 | 6481 | 7575 |
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 | 511528 | 416888 | -307355 | 207399 | 88752 | -64462 |
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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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