Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1789775.4717 | 1640424.8497 | 149350.622 | 4501828.8664 | 231595.8959 | 4270232.9705 |
Total P&L (%) | 1789.7755 | 1640.4249 | 149.3506 | 4501.8289 | 231.5959 | 4270.233 |
Avg Daily Profit (%) | 0.9639 | 0.8835 | 0.0804 | 0.2064 | 0.0646 | 0.2036 |
Buy And Hold Return (%) | 63.2891 | 63.2891 | 63.2891 | 63.2891 | 63.2891 | 63.2891 |
Max Trade Drawdown | -61394 | -87434 | -30297 | -2542644 | -3584710 | -1304671 |
Profit Factor | 5.3968 | 7.7761 | 1.9053 | 1.3051 | 1.0254 | 1.7555 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 45.2632 | 39.5833 | 51.0638 | 45.2632 | 39.5833 | 51.0638 |
Ratio Avg Win / Avg Loss | 6.5264 | 11.8687 | 1.8259 | 1.5782 | 1.5651 | 1.6823 |
Largest Winning Trade | 1538700 | 1538700 | 62728 | 2067589 | 2067589 | 1903739 |
Largest Losing Trade | -30297 | -23744 | -30297 | -1304671 | -1107463 | -1304671 |
Avg Bars in Trades | 226 | 181 | 271 | 226 | 181 | 271 |
Avg Bars in Winners | 328 | 255 | 385 | 328 | 255 | 385 |
Avg Bars in Losers | 141 | 133 | 151 | 141 | 133 | 151 |
Bars Traded | 21486 | 8731 | 12755 | 21486 | 8731 | 12755 |
Profit Streak | 0 | 0 | 15.7337 | 0 | 0 | 15.7337 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 712991 | 640962 | -85630 | 278277 | -304616 | 439068 |
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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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