Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1119864.5412 | 951453.3774 | 168411.1638 | 10673824.0137 | 8222292.9622 | 2451531.0516 |
Total P&L (%) | 1119.8645 | 951.4534 | 168.4112 | 10673.824 | 8222.293 | 2451.5311 |
Avg Daily Profit (%) | 0.6095 | 0.5178 | 0.0917 | 0.255 | 0.2409 | 0.1764 |
Buy And Hold Return (%) | 101.2269 | 101.2269 | 101.2269 | 101.2269 | 101.2269 | 101.2269 |
Max Trade Drawdown | -87583 | -50869 | -61920 | -1500521 | -1206668 | -1848782 |
Profit Factor | 3.9599 | 5.7213 | 1.9524 | 2.2223 | 2.8618 | 1.568 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 50.5618 | 44.4444 | 56.8182 | 50.5618 | 44.4444 | 56.8182 |
Ratio Avg Win / Avg Loss | 3.8719 | 7.1516 | 1.4838 | 2.1729 | 3.5772 | 1.1917 |
Largest Winning Trade | 681471 | 681471 | 55687 | 3223359 | 3223359 | 2973880 |
Largest Losing Trade | -34041 | -27164 | -34041 | -1269189 | -1042056 | -1269189 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 52 | 56 | 49 | 52 | 56 | 49 |
Avg Bars in Losers | 23 | 20 | 27 | 23 | 20 | 27 |
Bars Traded | 3410 | 1641 | 1769 | 3410 | 1641 | 1769 |
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 | 679676 | 611401 | -76194 | 469708 | 423225 | 378006 |
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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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