Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1615402.2176 | 1540260.9526 | 75141.265 | 1128962.203 | 121649.9928 | 1007312.2102 |
Total P&L (%) | 1615.4022 | 1540.261 | 75.1413 | 1128.9622 | 121.65 | 1007.3122 |
Avg Daily Profit (%) | 0.873 | 0.8324 | 0.0406 | 0.1357 | 0.043 | 0.13 |
Buy And Hold Return (%) | 71.196 | 71.196 | 71.196 | 71.196 | 71.196 | 71.196 |
Max Trade Drawdown | -103894 | -91867 | -54324 | -3003989 | -2945207 | -980788 |
Profit Factor | 4.5701 | 8.593 | 1.301 | 1.1233 | 1.0258 | 1.2267 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 44.8276 | 40.9091 | 48.8372 | 44.8276 | 40.9091 | 48.8372 |
Ratio Avg Win / Avg Loss | 5.6247 | 12.4122 | 1.363 | 1.3825 | 1.4817 | 1.2851 |
Largest Winning Trade | 1487366 | 1487366 | 66106 | 1257745 | 1257745 | 980311 |
Largest Losing Trade | -34682 | -28007 | -34682 | -1101013 | -1101013 | -900407 |
Avg Bars in Trades | 60 | 51 | 70 | 60 | 51 | 70 |
Avg Bars in Winners | 94 | 81 | 104 | 94 | 81 | 104 |
Avg Bars in Losers | 33 | 29 | 37 | 33 | 29 | 37 |
Bars Traded | 5267 | 2245 | 3021 | 5267 | 2245 | 3021 |
Profit Streak | 0 | 0 | 43.8456 | 0 | 0 | 43.8456 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 681474 | 656836 | -286521 | -98216 | -339903 | -18787 |
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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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