Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1770660.0835 | 1640434.2836 | 130225.8 | 11474205.5946 | 5017243.3812 | 6456962.2134 |
Total P&L (%) | 1770.6601 | 1640.4343 | 130.2258 | 11474.2056 | 5017.2434 | 6456.9622 |
Avg Daily Profit (%) | 0.7808 | 0.7234 | 0.0574 | 0.2097 | 0.1737 | 0.1846 |
Buy And Hold Return (%) | 376.3025 | 376.3025 | 376.3025 | 376.3025 | 376.3025 | 376.3025 |
Max Trade Drawdown | -115979 | -47426 | -136512 | -2737488 | -2324738 | -2645575 |
Profit Factor | 5.1948 | 10.4513 | 1.524 | 1.9077 | 1.8046 | 2.008 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 58.427 | 51.1111 | 65.9091 | 58.427 | 51.1111 | 65.9091 |
Ratio Avg Win / Avg Loss | 3.6963 | 9.9969 | 0.7883 | 1.3574 | 1.7262 | 1.0386 |
Largest Winning Trade | 1227672 | 1227672 | 60618 | 4531730 | 2901212 | 4531730 |
Largest Losing Trade | -60946 | -47426 | -60946 | -2645575 | -2245871 | -2645575 |
Avg Bars in Trades | 95 | 87 | 102 | 95 | 87 | 102 |
Avg Bars in Winners | 130 | 129 | 131 | 130 | 129 | 131 |
Avg Bars in Losers | 44 | 43 | 46 | 44 | 43 | 46 |
Bars Traded | 8458 | 3951 | 4507 | 8458 | 3951 | 4507 |
Profit Streak | 0 | 0 | 164.2875 | 0 | 0 | 164.2875 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 744279 | 696475 | -279144 | 430628 | 412056 | 493128 |
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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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