Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1725255.3542 | 1602336.2407 | 122919.1135 | 3291983.4157 | -26151.8846 | 3318135.3003 |
Total P&L (%) | 1725.2554 | 1602.3362 | 122.9191 | 3291.9834 | -26.1519 | 3318.1353 |
Avg Daily Profit (%) | 0.9304 | 0.8641 | 0.0663 | 0.1902 | -0.0163 | 0.1906 |
Buy And Hold Return (%) | 66.2205 | 66.2205 | 66.2205 | 66.2205 | 66.2205 | 66.2205 |
Max Trade Drawdown | -59896 | -82575 | -43105 | -3001407 | -3090469 | -1295997 |
Profit Factor | 5.4374 | 8.6291 | 1.6876 | 1.2553 | 0.9965 | 1.6058 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 31.9588 | 28.5714 | 35.4167 | 31.9588 | 28.5714 | 35.4167 |
Ratio Avg Win / Avg Loss | 11.5765 | 21.5727 | 3.0774 | 2.6726 | 2.4912 | 2.9282 |
Largest Winning Trade | 1472508 | 1472508 | 63734 | 2739766 | 2739766 | 2048453 |
Largest Losing Trade | -19267 | -19267 | -13588 | -1114689 | -1114689 | -572384 |
Avg Bars in Trades | 54 | 45 | 62 | 54 | 45 | 62 |
Avg Bars in Winners | 139 | 127 | 149 | 139 | 127 | 149 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 5250 | 2248 | 3002 | 5250 | 2248 | 3002 |
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 | 526942 | 269794 | -114655 | 76268 | -592255 | 194926 |
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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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