Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1434829.2277 | 1387214.2711 | 47614.9566 | 201844.7916 | 104748.0291 | 97096.7625 |
Total P&L (%) | 1434.8292 | 1387.2143 | 47.615 | 201.8448 | 104.748 | 97.0968 |
Avg Daily Profit (%) | 0.7495 | 0.7246 | 0.0249 | 0.0577 | 0.0374 | 0.0354 |
Buy And Hold Return (%) | 59.2757 | 59.2757 | 59.2757 | 59.2757 | 59.2757 | 59.2757 |
Max Trade Drawdown | -206860 | -135204 | -132636 | -1627193 | -1359521 | -943164 |
Profit Factor | 3.5783 | 5.3582 | 1.1999 | 1.0398 | 1.0345 | 1.0477 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 52.1739 | 52.1739 | 52.1739 | 52.1739 | 52.1739 | 52.1739 |
Ratio Avg Win / Avg Loss | 3.2801 | 4.9117 | 1.0999 | 0.9531 | 0.9483 | 0.9604 |
Largest Winning Trade | 1488331 | 1488331 | 36866 | 1431529 | 1431529 | 282057 |
Largest Losing Trade | -42949 | -35316 | -42949 | -498714 | -498714 | -462782 |
Avg Bars in Trades | 39 | 33 | 45 | 39 | 33 | 45 |
Avg Bars in Winners | 47 | 34 | 61 | 47 | 34 | 61 |
Avg Bars in Losers | 30 | 31 | 28 | 30 | 31 | 28 |
Bars Traded | 3626 | 1531 | 2095 | 3626 | 1531 | 2095 |
Profit Streak | 0 | 0 | 70.7294 | 0 | 0 | 70.7294 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 720487 | 753637 | -324329 | -296507 | -335238 | -322863 |
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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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