Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1187960.9741 | 1145451.6902 | 42509.2838 | 1323372.1949 | 80899.3044 | 1242472.8905 |
Total P&L (%) | 1187.961 | 1145.4517 | 42.5093 | 1323.3722 | 80.8993 | 1242.4729 |
Avg Daily Profit (%) | 0.6316 | 0.609 | 0.0226 | 0.1413 | 0.0315 | 0.1382 |
Buy And Hold Return (%) | 550.7603 | 550.7603 | 550.7603 | 550.7603 | 550.7603 | 550.7603 |
Max Trade Drawdown | -106069 | -85247 | -127093 | -1016887 | -1152749 | -451497 |
Profit Factor | 2.708 | 4.2203 | 1.1251 | 1.2729 | 1.0272 | 1.6648 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 46.1538 | 40.3846 | 51.9231 | 46.1538 | 40.3846 | 51.9231 |
Ratio Avg Win / Avg Loss | 3.1594 | 6.2299 | 1.0418 | 1.4851 | 1.5163 | 1.5415 |
Largest Winning Trade | 550593 | 550593 | 50204 | 630939 | 630939 | 338212 |
Largest Losing Trade | -64920 | -41809 | -64920 | -374551 | -374551 | -266599 |
Avg Bars in Trades | 52 | 55 | 48 | 52 | 55 | 48 |
Avg Bars in Winners | 65 | 65 | 66 | 65 | 65 | 66 |
Avg Bars in Losers | 40 | 48 | 30 | 40 | 48 | 30 |
Bars Traded | 5425 | 2882 | 2543 | 5425 | 2882 | 2543 |
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 | 353925 | -171395 | -591183 | -9519 | -689904 | -190005 |
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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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