Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1483628.8656 | 1372560.6325 | 111068.2331 | 6944925.2258 | 6480179.015 | 464746.2108 |
Total P&L (%) | 1483.6289 | 1372.5606 | 111.0682 | 6944.9252 | 6480.179 | 464.7462 |
Avg Daily Profit (%) | 0.8124 | 0.7516 | 0.0608 | 0.2333 | 0.2295 | 0.0948 |
Buy And Hold Return (%) | 705.307 | 705.307 | 705.307 | 705.307 | 705.307 | 705.307 |
Max Trade Drawdown | -102325 | -89790 | -47087 | -10015365 | -6258655 | -5961884 |
Profit Factor | 4.8462 | 7.9591 | 1.5892 | 1.2146 | 1.3964 | 1.029 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 42.8571 | 36.7347 | 48.9796 | 42.8571 | 36.7347 | 48.9796 |
Ratio Avg Win / Avg Loss | 6.4616 | 13.7074 | 1.6554 | 1.6195 | 2.4049 | 1.0719 |
Largest Winning Trade | 783969 | 783969 | 66813 | 10624348 | 10624348 | 4304449 |
Largest Losing Trade | -31029 | -28315 | -31029 | -3758686 | -2681257 | -3758686 |
Avg Bars in Trades | 69 | 63 | 76 | 69 | 63 | 76 |
Avg Bars in Winners | 122 | 123 | 121 | 122 | 123 | 121 |
Avg Bars in Losers | 30 | 27 | 33 | 30 | 27 | 33 |
Bars Traded | 6854 | 3089 | 3764 | 6854 | 3089 | 3764 |
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 | 437162 | 322894 | -274831 | 233225 | 180421 | -421029 |
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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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