Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1649907.0134 | 1590466.8999 | 59440.1135 | 592197.2979 | 672957.6461 | -80760.3482 |
Total P&L (%) | 1649.907 | 1590.4669 | 59.4401 | 592.1973 | 672.9576 | -80.7603 |
Avg Daily Profit (%) | 0.889 | 0.8569 | 0.032 | 0.1043 | 0.1102 | -0.0888 |
Buy And Hold Return (%) | 58.8041 | 58.8041 | 58.8041 | 58.8041 | 58.8041 | 58.8041 |
Max Trade Drawdown | -79813 | -92908 | -86118 | -1586943 | -1424845 | -1373909 |
Profit Factor | 3.2016 | 5.3605 | 1.1545 | 1.0721 | 1.1727 | 0.9813 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
Losing Trades | 101 | 56 | 45 | 101 | 56 | 45 |
Profitability (%) | 44.8087 | 39.1304 | 50.5495 | 44.8087 | 39.1304 | 50.5495 |
Ratio Avg Win / Avg Loss | 3.9434 | 8.3386 | 1.1294 | 1.3206 | 1.8242 | 0.9599 |
Largest Winning Trade | 1573154 | 1573154 | 62669 | 1066277 | 1066277 | 728209 |
Largest Losing Trade | -25811 | -19952 | -25811 | -482425 | -255467 | -482425 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 42 | 35 | 47 | 42 | 35 | 47 |
Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
Bars Traded | 5386 | 2366 | 3020 | 5386 | 2366 | 3020 |
Profit Streak | 0 | 0 | 41.4191 | 0 | 0 | 41.4191 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 668861 | 612610 | -361812 | -195292 | -79088 | -579514 |
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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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