Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1626363.2455 | 1532492.8589 | 93870.3866 | 1815343.1455 | -285687.7527 | 2101030.8982 |
Total P&L (%) | 1626.3632 | 1532.4929 | 93.8704 | 1815.3431 | -285.6878 | 2101.0309 |
Avg Daily Profit (%) | 0.8764 | 0.8258 | 0.0506 | 0.1592 | 0 | 0.1667 |
Buy And Hold Return (%) | 78.2051 | 78.2051 | 78.2051 | 78.2051 | 78.2051 | 78.2051 |
Max Trade Drawdown | -103286 | -102269 | -44180 | -3005268 | -3405393 | -989932 |
Profit Factor | 4.3949 | 6.9979 | 1.4199 | 1.168 | 0.9563 | 1.492 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 41.2371 | 40.8163 | 41.6667 | 41.2371 | 40.8163 | 41.6667 |
Ratio Avg Win / Avg Loss | 6.2627 | 10.147 | 1.9879 | 1.6644 | 1.3866 | 2.0888 |
Largest Winning Trade | 1412338 | 1412338 | 67007 | 1798433 | 1798433 | 1502547 |
Largest Losing Trade | -30296 | -27370 | -30296 | -1112292 | -1112292 | -592266 |
Avg Bars in Trades | 72 | 63 | 82 | 72 | 63 | 82 |
Avg Bars in Winners | 110 | 92 | 128 | 110 | 92 | 128 |
Avg Bars in Losers | 46 | 43 | 49 | 46 | 43 | 49 |
Bars Traded | 7065 | 3103 | 3962 | 7065 | 3103 | 3962 |
Profit Streak | 0 | 0 | 48.8197 | 0 | 0 | 48.8197 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 627628 | 656693 | -229054 | -30112 | -582586 | 286546 |
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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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