Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1442700.1612 | 1402917.5604 | 39782.6009 | 1722544.8165 | 1327419.7981 | 395125.0184 |
Total P&L (%) | 1442.7002 | 1402.9176 | 39.7826 | 1722.5448 | 1327.4198 | 395.125 |
Avg Daily Profit (%) | 0.6353 | 0.6178 | 0.0175 | 0.1279 | 0.1171 | 0.0705 |
Buy And Hold Return (%) | 353.7128 | 353.7128 | 353.7128 | 353.7128 | 353.7128 | 353.7128 |
Max Trade Drawdown | -118927 | -61115 | -95967 | -1875559 | -1826431 | -1648283 |
Profit Factor | 2.7601 | 4.7178 | 1.0899 | 1.1306 | 1.2147 | 1.0564 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Profitability (%) | 46.4865 | 43.0108 | 50 | 46.4865 | 43.0108 | 50 |
Ratio Avg Win / Avg Loss | 3.1774 | 6.2511 | 1.0899 | 1.3015 | 1.6094 | 1.0564 |
Largest Winning Trade | 922305 | 922305 | 57635 | 1407375 | 1407375 | 871397 |
Largest Losing Trade | -33019 | -26029 | -33019 | -1203117 | -521193 | -1203117 |
Avg Bars in Trades | 46 | 41 | 52 | 46 | 41 | 52 |
Avg Bars in Winners | 73 | 62 | 83 | 73 | 62 | 83 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 8659 | 3817 | 4842 | 8659 | 3817 | 4842 |
Profit Streak | 0 | 0 | 57.2495 | 0 | 0 | 57.2495 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521110 | 501127 | -456144 | -100523 | -41009 | -385989 |
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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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