Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1398975.9786 | 1376498.6382 | 22477.3403 | 1068367.2297 | 1061087.037 | 7280.1927 |
Total P&L (%) | 1398.976 | 1376.4986 | 22.4773 | 1068.3672 | 1061.087 | 7.2802 |
Avg Daily Profit (%) | 0.6183 | 0.6084 | 0.0099 | 0.1087 | 0.1084 | 0.0031 |
Buy And Hold Return (%) | 379.231 | 379.231 | 379.231 | 379.231 | 379.231 | 379.231 |
Max Trade Drawdown | -100657 | -64014 | -133353 | -1258163 | -1115195 | -1057035 |
Profit Factor | 3.4765 | 6.5985 | 1.0705 | 1.1713 | 1.3672 | 1.0022 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 49.4949 | 50 | 48.9796 | 49.4949 | 50 | 48.9796 |
Ratio Avg Win / Avg Loss | 3.5475 | 6.5985 | 1.1151 | 1.1952 | 1.3672 | 1.0439 |
Largest Winning Trade | 1062068 | 1062068 | 50444 | 1674138 | 1674138 | 581028 |
Largest Losing Trade | -42070 | -26969 | -42070 | -770638 | -531374 | -770638 |
Avg Bars in Trades | 64 | 55 | 74 | 64 | 55 | 74 |
Avg Bars in Winners | 93 | 90 | 97 | 93 | 90 | 97 |
Avg Bars in Losers | 36 | 21 | 51 | 36 | 21 | 51 |
Bars Traded | 6420 | 2790 | 3630 | 6420 | 2790 | 3630 |
Profit Streak | 0 | 0 | 159.3752 | 0 | 0 | 159.3752 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569917 | -162550 | -487699 | -82715 | -230675 | -571911 |
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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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