Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986858.2999 | 903219.4006 | 83638.8993 | 3337250.2255 | 2687680.0273 | 649570.1982 |
Total P&L (%) | 986.8583 | 903.2194 | 83.6389 | 3337.2502 | 2687.68 | 649.5702 |
Avg Daily Profit (%) | 0.4566 | 0.4179 | 0.0387 | 0.1638 | 0.1541 | 0.0932 |
Buy And Hold Return (%) | 402.0851 | 402.0851 | 402.0851 | 402.0851 | 402.0851 | 402.0851 |
Max Trade Drawdown | -271599 | -199964 | -79513 | -6173313 | -3738603 | -2658321 |
Profit Factor | 2.5692 | 3.4201 | 1.3271 | 1.2543 | 1.3251 | 1.1337 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 52.3256 | 46.5116 | 58.1395 | 52.3256 | 46.5116 | 58.1395 |
Ratio Avg Win / Avg Loss | 2.3408 | 3.9331 | 0.9555 | 1.1428 | 1.5239 | 0.8162 |
Largest Winning Trade | 255644 | 255644 | 54893 | 4116169 | 4116169 | 727945 |
Largest Losing Trade | -47702 | -47702 | -29985 | -1806583 | -1806583 | -1464419 |
Avg Bars in Trades | 147 | 243 | 52 | 147 | 243 | 52 |
Avg Bars in Winners | 173 | 322 | 54 | 173 | 322 | 54 |
Avg Bars in Losers | 119 | 174 | 48 | 119 | 174 | 48 |
Bars Traded | 12706 | 10460 | 2246 | 12706 | 10460 | 2246 |
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 | 424831 | 355988 | -307297 | 290296 | 269201 | -151573 |
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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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