Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032530.1992 | 980107.861 | 52422.3383 | 1584899.859 | 772491.2079 | 812408.6511 |
Total P&L (%) | 1032.5302 | 980.1079 | 52.4223 | 1584.8999 | 772.4912 | 812.4087 |
Avg Daily Profit (%) | 0.4757 | 0.4516 | 0.0242 | 0.1302 | 0.0999 | 0.1019 |
Buy And Hold Return (%) | 543.4511 | 543.4511 | 543.4511 | 543.4511 | 543.4511 | 543.4511 |
Max Trade Drawdown | -130179 | -78108 | -118469 | -1994315 | -1972519 | -713789 |
Profit Factor | 2.7997 | 4.0479 | 1.2079 | 1.3295 | 1.2471 | 1.4826 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 50.5376 | 51.0638 | 50 | 50.5376 | 51.0638 | 50 |
Ratio Avg Win / Avg Loss | 2.7401 | 3.8793 | 1.2079 | 1.3012 | 1.1951 | 1.4826 |
Largest Winning Trade | 473365 | 473365 | 69919 | 2269008 | 2269008 | 1012670 |
Largest Losing Trade | -41106 | -37956 | -41106 | -1264967 | -1264967 | -517028 |
Avg Bars in Trades | 66 | 75 | 56 | 66 | 75 | 56 |
Avg Bars in Winners | 91 | 98 | 84 | 91 | 98 | 84 |
Avg Bars in Losers | 40 | 51 | 28 | 40 | 51 | 28 |
Bars Traded | 6166 | 3564 | 2602 | 6166 | 3564 | 2602 |
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 | 305997 | 334979 | -326784 | -21370 | -93923 | -67027 |
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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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