Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1156872.404 | 1076519.8755 | 80352.5284 | 3460460.1262 | 2151947.5134 | 1308512.6128 |
Total P&L (%) | 1156.8724 | 1076.5199 | 80.3525 | 3460.4601 | 2151.9475 | 1308.5126 |
Avg Daily Profit (%) | 0.4624 | 0.4303 | 0.0321 | 0.1429 | 0.1246 | 0.1058 |
Buy And Hold Return (%) | 443.1096 | 443.1096 | 443.1096 | 443.1096 | 443.1096 | 443.1096 |
Max Trade Drawdown | -92041 | -58319 | -87151 | -3646357 | -2766673 | -2720128 |
Profit Factor | 2.8153 | 4.8102 | 1.2265 | 1.2275 | 1.2649 | 1.1846 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 40.9091 | 34.0909 | 47.7273 | 40.9091 | 34.0909 | 47.7273 |
Ratio Avg Win / Avg Loss | 4.0665 | 9.2997 | 1.3433 | 1.773 | 2.4454 | 1.2975 |
Largest Winning Trade | 525860 | 525860 | 54559 | 2922064 | 2922064 | 1881939 |
Largest Losing Trade | -61796 | -19569 | -61796 | -1580789 | -1003171 | -1580789 |
Avg Bars in Trades | 166 | 155 | 177 | 166 | 155 | 177 |
Avg Bars in Winners | 286 | 315 | 266 | 286 | 315 | 266 |
Avg Bars in Losers | 83 | 72 | 97 | 83 | 72 | 97 |
Bars Traded | 14671 | 6842 | 7829 | 14671 | 6842 | 7829 |
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 | 320279 | 270275 | -316950 | -4410 | -32916 | -72755 |
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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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