Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1345949.2413 | 1200614.0135 | 145335.2278 | 13145068.4373 | 9121556.7606 | 4023511.6768 |
Total P&L (%) | 1345.9492 | 1200.614 | 145.3352 | 13145.0684 | 9121.5568 | 4023.5117 |
Avg Daily Profit (%) | 0.7278 | 0.6492 | 0.0786 | 0.2646 | 0.2449 | 0.2013 |
Buy And Hold Return (%) | 124.9852 | 124.9852 | 124.9852 | 124.9852 | 124.9852 | 124.9852 |
Max Trade Drawdown | -46539 | -56966 | -46258 | -7308337 | -5392836 | -4320991 |
Profit Factor | 3.9671 | 6.6597 | 1.6018 | 1.3916 | 1.5567 | 1.2342 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 29.4737 | 27.0833 | 31.9149 | 29.4737 | 27.0833 | 31.9149 |
Ratio Avg Win / Avg Loss | 9.4926 | 17.9299 | 3.4172 | 3.33 | 4.1911 | 2.633 |
Largest Winning Trade | 822211 | 822211 | 78077 | 8268594 | 8268594 | 8010018 |
Largest Losing Trade | -19800 | -17176 | -19800 | -1819517 | -1819517 | -1541556 |
Avg Bars in Trades | 56 | 51 | 60 | 56 | 51 | 60 |
Avg Bars in Winners | 152 | 143 | 159 | 152 | 143 | 159 |
Avg Bars in Losers | 16 | 18 | 13 | 16 | 18 | 13 |
Bars Traded | 5334 | 2490 | 2844 | 5334 | 2490 | 2844 |
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 | 350717 | -416 | -207065 | 18011 | -9636 | 68038 |
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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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