Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1634124.8148 | 1510025.7021 | 124099.1126 | 6084868.9589 | 2461798.4037 | 3623070.5552 |
Total P&L (%) | 1634.1248 | 1510.0257 | 124.0991 | 6084.869 | 2461.7984 | 3623.0706 |
Avg Daily Profit (%) | 0.8668 | 0.8009 | 0.0658 | 0.219 | 0.1722 | 0.192 |
Buy And Hold Return (%) | 332.3976 | 332.3976 | 332.3976 | 332.3976 | 332.3976 | 332.3976 |
Max Trade Drawdown | -100008 | -75173 | -70010 | -3724190 | -2493359 | -2796783 |
Profit Factor | 4.3365 | 7.7374 | 1.4672 | 1.3209 | 1.2807 | 1.3555 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 44.4444 | 34.6939 | 54 | 44.4444 | 34.6939 | 54 |
Ratio Avg Win / Avg Loss | 5.4206 | 14.5645 | 1.2498 | 1.6511 | 2.4108 | 1.1546 |
Largest Winning Trade | 1227629 | 1227629 | 50080 | 2299586 | 2299586 | 1689089 |
Largest Losing Trade | -29853 | -23964 | -29853 | -1494668 | -1175605 | -1494668 |
Avg Bars in Trades | 110 | 86 | 133 | 110 | 86 | 133 |
Avg Bars in Winners | 151 | 154 | 149 | 151 | 154 | 149 |
Avg Bars in Losers | 78 | 50 | 115 | 78 | 50 | 115 |
Bars Traded | 10955 | 4257 | 6698 | 10955 | 4257 | 6698 |
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 | 620193 | 507572 | -449250 | 274539 | 108754 | -171144 |
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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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