Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1349829.1517 | 1297386.6942 | 52442.4575 | 1450138.1467 | 1060110.2154 | 390027.9312 |
Total P&L (%) | 1349.8292 | 1297.3867 | 52.4425 | 1450.1381 | 1060.1102 | 390.0279 |
Avg Daily Profit (%) | 0.6156 | 0.5917 | 0.0239 | 0.1251 | 0.1118 | 0.0725 |
Buy And Hold Return (%) | 555.5522 | 555.5522 | 555.5522 | 555.5522 | 555.5522 | 555.5522 |
Max Trade Drawdown | -160660 | -163642 | -9652 | -1889180 | -1931692 | -112120 |
Profit Factor | 4.3873 | 4.5293 | 2.6972 | 1.404 | 1.3214 | 2.3361 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 33 | 7 | 26 | 33 | 7 | 26 |
Losing Trades | 54 | 36 | 18 | 54 | 36 | 18 |
Profitability (%) | 37.931 | 16.2791 | 59.0909 | 37.931 | 16.2791 | 59.0909 |
Ratio Avg Win / Avg Loss | 7.1792 | 23.2937 | 1.8673 | 2.2974 | 6.796 | 1.6173 |
Largest Winning Trade | 886942 | 886942 | 10642 | 1806598 | 1806598 | 213949 |
Largest Losing Trade | -46655 | -46655 | -4210 | -824709 | -824709 | -61626 |
Avg Bars in Trades | 140 | 282 | 1 | 140 | 282 | 1 |
Avg Bars in Winners | 234 | 1098 | 1 | 234 | 1098 | 1 |
Avg Bars in Losers | 83 | 124 | 1 | 83 | 124 | 1 |
Bars Traded | 12231 | 12155 | 76 | 12231 | 12155 | 76 |
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 | 376210 | -54296 | -319756 | -31702 | -117910 | -255943 |
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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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