Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1497454.8009 | 1459435.0442 | 38019.7567 | 1485901.9103 | 1132802.8241 | 353099.0862 |
Total P&L (%) | 1497.4548 | 1459.435 | 38.0198 | 1485.9019 | 1132.8028 | 353.0991 |
Avg Daily Profit (%) | 0.6608 | 0.6441 | 0.0168 | 0.122 | 0.1109 | 0.0667 |
Buy And Hold Return (%) | 375.5362 | 375.5362 | 375.5362 | 375.5362 | 375.5362 | 375.5362 |
Max Trade Drawdown | -81278 | -67297 | -123400 | -1018506 | -711653 | -734496 |
Profit Factor | 3.9474 | 7.451 | 1.1349 | 1.3574 | 1.5936 | 1.157 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 54.2169 | 52.381 | 56.0976 | 54.2169 | 52.381 | 56.0976 |
Ratio Avg Win / Avg Loss | 3.3334 | 6.7736 | 0.8882 | 1.1463 | 1.4487 | 0.9055 |
Largest Winning Trade | 1095608 | 1095608 | 53543 | 1342268 | 1342268 | 401581 |
Largest Losing Trade | -40149 | -28652 | -40149 | -588100 | -345658 | -588100 |
Avg Bars in Trades | 76 | 65 | 88 | 76 | 65 | 88 |
Avg Bars in Winners | 104 | 93 | 114 | 104 | 93 | 114 |
Avg Bars in Losers | 44 | 35 | 54 | 44 | 35 | 54 |
Bars Traded | 6388 | 2762 | 3626 | 6388 | 2762 | 3626 |
Profit Streak | 0 | 0 | 323.2974 | 0 | 0 | 323.2974 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 577271 | 662041 | -407798 | -32226 | -45373 | -316894 |
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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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