Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1931767.6628 | 1835565.5065 | 96202.1563 | 2371673.361 | 1791746.0466 | 579927.3143 |
Total P&L (%) | 1931.7677 | 1835.5655 | 96.2022 | 2371.6734 | 1791.746 | 579.9273 |
Avg Daily Profit (%) | 1.0804 | 1.0266 | 0.0538 | 0.1796 | 0.1646 | 0.1073 |
Buy And Hold Return (%) | 256.4939 | 256.4939 | 256.4939 | 256.4939 | 256.4939 | 256.4939 |
Max Trade Drawdown | -78066 | -85401 | -121239 | -2368447 | -2347153 | -2454934 |
Profit Factor | 3.8109 | 6.3358 | 1.2803 | 1.1703 | 1.2491 | 1.0861 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 48.2759 | 43.1818 | 53.4884 | 48.2759 | 43.1818 | 53.4884 |
Ratio Avg Win / Avg Loss | 4.0831 | 8.3366 | 1.1133 | 1.2539 | 1.6436 | 0.9444 |
Largest Winning Trade | 998547 | 998547 | 61405 | 3165921 | 3165921 | 1148745 |
Largest Losing Trade | -64681 | -32851 | -64681 | -2293336 | -1041653 | -2293336 |
Avg Bars in Trades | 59 | 55 | 64 | 59 | 55 | 64 |
Avg Bars in Winners | 91 | 80 | 99 | 91 | 80 | 99 |
Avg Bars in Losers | 30 | 35 | 24 | 30 | 35 | 24 |
Bars Traded | 5207 | 2422 | 2785 | 5207 | 2422 | 2785 |
Profit Streak | 0 | 0 | 30.2102 | 0 | 0 | 30.2102 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 716190 | 694722 | -285376 | -25790 | 216589 | -180512 |
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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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