Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1589844.5873 | 1537640.0854 | 52204.502 | 2376762.1628 | 1829433.5928 | 547328.5699 |
Total P&L (%) | 1589.8446 | 1537.6401 | 52.2045 | 2376.7622 | 1829.4336 | 547.3286 |
Avg Daily Profit (%) | 0.7031 | 0.68 | 0.0231 | 0.142 | 0.131 | 0.0826 |
Buy And Hold Return (%) | 331.5961 | 331.5961 | 331.5961 | 331.5961 | 331.5961 | 331.5961 |
Max Trade Drawdown | -97133 | -67056 | -74874 | -2964848 | -1638143 | -1737707 |
Profit Factor | 4.0653 | 7.1683 | 1.1938 | 1.22 | 1.3703 | 1.0934 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 43.8202 | 37.7778 | 50 | 43.8202 | 37.7778 | 50 |
Ratio Avg Win / Avg Loss | 5.2119 | 11.8066 | 1.1938 | 1.5642 | 2.257 | 1.0934 |
Largest Winning Trade | 1242660 | 1242660 | 58715 | 2221281 | 2221281 | 1086212 |
Largest Losing Trade | -37589 | -36549 | -37589 | -1202156 | -585946 | -1202156 |
Avg Bars in Trades | 144 | 134 | 154 | 144 | 134 | 154 |
Avg Bars in Winners | 229 | 221 | 235 | 229 | 221 | 235 |
Avg Bars in Losers | 78 | 82 | 73 | 78 | 82 | 73 |
Bars Traded | 12858 | 6056 | 6802 | 12858 | 6056 | 6802 |
Profit Streak | 0 | 0 | 143.5118 | 0 | 0 | 143.5118 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 567564 | 515727 | -333741 | -4459 | -21796 | -207829 |
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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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