Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1291699.1343 | 1246533.1245 | 45166.0098 | 421405.3758 | 320493.6197 | 100911.7562 |
Total P&L (%) | 1291.6991 | 1246.5331 | 45.166 | 421.4054 | 320.4936 | 100.9118 |
Avg Daily Profit (%) | 0.6991 | 0.6747 | 0.0244 | 0.0894 | 0.0778 | 0.0378 |
Buy And Hold Return (%) | 58.9768 | 58.9768 | 58.9768 | 58.9768 | 58.9768 | 58.9768 |
Max Trade Drawdown | -145709 | -106412 | -81972 | -967290 | -712975 | -525390 |
Profit Factor | 3.002 | 4.7207 | 1.1456 | 1.1163 | 1.1721 | 1.0573 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 30.6122 | 28.5714 | 32.6531 | 30.6122 | 28.5714 | 32.6531 |
Ratio Avg Win / Avg Loss | 6.8046 | 11.8018 | 2.3628 | 2.5303 | 2.9303 | 2.1807 |
Largest Winning Trade | 1227885 | 1227885 | 62604 | 673460 | 673460 | 461020 |
Largest Losing Trade | -36368 | -19949 | -36368 | -264874 | -237638 | -264874 |
Avg Bars in Trades | 111 | 100 | 122 | 111 | 100 | 122 |
Avg Bars in Winners | 232 | 222 | 241 | 232 | 222 | 241 |
Avg Bars in Losers | 58 | 52 | 64 | 58 | 52 | 64 |
Bars Traded | 10950 | 4948 | 6002 | 10950 | 4948 | 6002 |
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 | 387318 | 195449 | -391879 | -172333 | -134525 | -314285 |
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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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