Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1647545.3897 | 1629528.0461 | 18017.3436 | 844402.5563 | 512991.7597 | 331410.7966 |
Total P&L (%) | 1647.5454 | 1629.528 | 18.0173 | 844.4026 | 512.9918 | 331.4108 |
Avg Daily Profit (%) | 0.7302 | 0.7222 | 0.008 | 0.0996 | 0.0804 | 0.0648 |
Buy And Hold Return (%) | 342.9043 | 342.9043 | 342.9043 | 342.9043 | 342.9043 | 342.9043 |
Max Trade Drawdown | -317740 | -122811 | -236466 | -663552 | -258010 | -435906 |
Profit Factor | 3.2686 | 5.6506 | 1.0479 | 1.4212 | 1.4902 | 1.3459 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 31.3131 | 26 | 36.7347 | 31.3131 | 26 | 36.7347 |
Ratio Avg Win / Avg Loss | 7.1699 | 16.0825 | 1.8048 | 3.1175 | 4.2412 | 2.3179 |
Largest Winning Trade | 1145045 | 1145045 | 58592 | 483031 | 483031 | 374317 |
Largest Losing Trade | -65565 | -31441 | -65565 | -233570 | -149393 | -233570 |
Avg Bars in Trades | 64 | 51 | 78 | 64 | 51 | 78 |
Avg Bars in Winners | 160 | 139 | 175 | 160 | 139 | 175 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 6430 | 2585 | 3845 | 6430 | 2585 | 3845 |
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 | 371062 | -186521 | -519683 | -68510 | -300044 | -275755 |
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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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