Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1498408.2308 | 1317718.5071 | 180689.7237 | 5200182.7621 | 965845.9519 | 4234336.8101 |
Total P&L (%) | 1498.4082 | 1317.7185 | 180.6897 | 5200.1828 | 965.846 | 4234.3368 |
Avg Daily Profit (%) | 0.8039 | 0.7069 | 0.0969 | 0.2132 | 0.127 | 0.2024 |
Buy And Hold Return (%) | 62.2824 | 62.2824 | 62.2824 | 62.2824 | 62.2824 | 62.2824 |
Max Trade Drawdown | -58191 | -80893 | -37281 | -3683377 | -2978307 | -1554463 |
Profit Factor | 4.719 | 6.6711 | 2.0595 | 1.3594 | 1.1152 | 1.6962 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 51.6129 | 48.9362 | 54.3478 | 51.6129 | 48.9362 | 54.3478 |
Ratio Avg Win / Avg Loss | 4.4241 | 6.9611 | 1.73 | 1.2744 | 1.1636 | 1.4248 |
Largest Winning Trade | 1241237 | 1241237 | 57319 | 2587731 | 1241237 | 2587731 |
Largest Losing Trade | -20368 | -20368 | -18496 | -1352728 | -1352728 | -723401 |
Avg Bars in Trades | 37 | 25 | 49 | 37 | 25 | 49 |
Avg Bars in Winners | 53 | 32 | 73 | 53 | 32 | 73 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 3467 | 1200 | 2267 | 3467 | 1200 | 2267 |
Profit Streak | 0 | 0 | 61.3428 | 0 | 0 | 61.3428 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 763751 | 750382 | -61228 | 325970 | -116919 | 423856 |
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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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