Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1475124.5138 | 1404485.0077 | 70639.5061 | 2854366.9602 | 1240907.2779 | 1613459.6822 |
Total P&L (%) | 1475.1245 | 1404.485 | 70.6395 | 2854.367 | 1240.9073 | 1613.4597 |
Avg Daily Profit (%) | 0.6521 | 0.6208 | 0.0312 | 0.1498 | 0.1148 | 0.1257 |
Buy And Hold Return (%) | 365.2801 | 365.2801 | 365.2801 | 365.2801 | 365.2801 | 365.2801 |
Max Trade Drawdown | -94409 | -51212 | -125463 | -2075522 | -1903076 | -1390963 |
Profit Factor | 3.8289 | 6.2981 | 1.2755 | 1.3356 | 1.2714 | 1.4103 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 42.1053 | 35.4167 | 48.9362 | 42.1053 | 35.4167 | 48.9362 |
Ratio Avg Win / Avg Loss | 5.2647 | 11.4847 | 1.331 | 1.8365 | 2.3184 | 1.4716 |
Largest Winning Trade | 1049236 | 1049236 | 59209 | 1654009 | 1402611 | 1654009 |
Largest Losing Trade | -39660 | -35783 | -39660 | -709440 | -589677 | -709440 |
Avg Bars in Trades | 91 | 84 | 97 | 91 | 84 | 97 |
Avg Bars in Winners | 140 | 136 | 142 | 140 | 136 | 142 |
Avg Bars in Losers | 55 | 56 | 55 | 55 | 56 | 55 |
Bars Traded | 8666 | 4063 | 4603 | 8666 | 4063 | 4603 |
Profit Streak | 0 | 0 | 145.4827 | 0 | 0 | 145.4827 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497972 | 439930 | -315997 | 212860 | -46622 | -24909 |
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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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