Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1091918.3785 | 949597.7537 | 142320.6248 | 14554764.3309 | 5053297.073 | 9501467.2579 |
Total P&L (%) | 1091.9184 | 949.5978 | 142.3206 | 14554.7643 | 5053.2971 | 9501.4673 |
Avg Daily Profit (%) | 0.4621 | 0.4019 | 0.0602 | 0.2113 | 0.167 | 0.1934 |
Buy And Hold Return (%) | 627.3505 | 627.3505 | 627.3505 | 627.3505 | 627.3505 | 627.3505 |
Max Trade Drawdown | -130592 | -169398 | -59815 | -13733365 | -14985406 | -4912117 |
Profit Factor | 2.8599 | 3.6348 | 1.6279 | 1.2766 | 1.1405 | 1.5709 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 51.5152 | 50 | 53.0612 | 51.5152 | 50 | 53.0612 |
Ratio Avg Win / Avg Loss | 2.6917 | 3.6348 | 1.44 | 1.2015 | 1.1405 | 1.3896 |
Largest Winning Trade | 243226 | 243226 | 58759 | 11218522 | 11218522 | 5845373 |
Largest Losing Trade | -35164 | -35164 | -28583 | -4851541 | -4851541 | -2973008 |
Avg Bars in Trades | 140 | 133 | 147 | 140 | 133 | 147 |
Avg Bars in Winners | 194 | 191 | 197 | 194 | 191 | 197 |
Avg Bars in Losers | 83 | 75 | 92 | 83 | 75 | 92 |
Bars Traded | 13929 | 6678 | 7251 | 13929 | 6678 | 7251 |
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 | 272850 | -173629 | -275809 | 307275 | -238292 | 367678 |
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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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