Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1170274.8166 | 1113897.8364 | 56376.9802 | 1333705.956 | 857812.4396 | 475893.5165 |
Total P&L (%) | 1170.2748 | 1113.8978 | 56.377 | 1333.706 | 857.8124 | 475.8935 |
Avg Daily Profit (%) | 0.6353 | 0.6047 | 0.0306 | 0.1447 | 0.1227 | 0.0951 |
Buy And Hold Return (%) | 559.4155 | 559.4155 | 559.4155 | 559.4155 | 559.4155 | 559.4155 |
Max Trade Drawdown | -119510 | -95883 | -58447 | -3945560 | -2741753 | -1574440 |
Profit Factor | 3.2627 | 4.3445 | 1.3062 | 1.1504 | 1.1409 | 1.1714 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 44.7059 | 33.3333 | 55.814 | 44.7059 | 33.3333 | 55.814 |
Ratio Avg Win / Avg Loss | 4.0355 | 8.6889 | 1.034 | 1.4229 | 2.2818 | 0.9274 |
Largest Winning Trade | 530307 | 530307 | 40955 | 2080310 | 2080310 | 499634 |
Largest Losing Trade | -46646 | -46646 | -33954 | -953216 | -953216 | -393934 |
Avg Bars in Trades | 60 | 104 | 16 | 60 | 104 | 16 |
Avg Bars in Winners | 75 | 167 | 21 | 75 | 167 | 21 |
Avg Bars in Losers | 48 | 73 | 11 | 48 | 73 | 11 |
Bars Traded | 5129 | 4407 | 722 | 5129 | 4407 | 722 |
Profit Streak | 0 | 108.7256 | 0 | 0 | 108.7256 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355968 | 215542 | -316572 | -60695 | -109056 | -264341 |
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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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