Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2154555.5195 | 2029964.0005 | 124591.519 | 8148574.1118 | 6811416.0672 | 1337158.0446 |
Total P&L (%) | 2154.5555 | 2029.964 | 124.5915 | 8148.5741 | 6811.4161 | 1337.158 |
Avg Daily Profit (%) | 0.9745 | 0.9181 | 0.0564 | 0.1998 | 0.1918 | 0.1206 |
Buy And Hold Return (%) | 250.3316 | 250.3316 | 250.3316 | 250.3316 | 250.3316 | 250.3316 |
Max Trade Drawdown | -104048 | -91592 | -95980 | -4803878 | -3343033 | -3381082 |
Profit Factor | 4.8402 | 8.6652 | 1.4206 | 1.5079 | 1.8572 | 1.1651 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 32.5843 | 31.8182 | 33.3333 | 32.5843 | 31.8182 | 33.3333 |
Ratio Avg Win / Avg Loss | 10.0141 | 18.5683 | 2.8412 | 3.1198 | 3.9797 | 2.3302 |
Largest Winning Trade | 1773453 | 1773453 | 54758 | 4515727 | 4515727 | 2700594 |
Largest Losing Trade | -51835 | -31685 | -51835 | -2206960 | -1974764 | -2206960 |
Avg Bars in Trades | 47 | 53 | 41 | 47 | 53 | 41 |
Avg Bars in Winners | 110 | 121 | 99 | 110 | 121 | 99 |
Avg Bars in Losers | 17 | 21 | 13 | 17 | 21 | 13 |
Bars Traded | 4230 | 2341 | 1888 | 4230 | 2341 | 1888 |
Profit Streak | 0 | 100.482 | 0 | 0 | 100.482 | 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 | 520557 | 552411 | -287932 | 142774 | 181439 | -76874 |
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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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