Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1394153.9943 | 1337897.0589 | 56256.9353 | 3008681.1961 | 992993.5357 | 2015687.6604 |
Total P&L (%) | 1394.154 | 1337.8971 | 56.2569 | 3008.6812 | 992.9935 | 2015.6877 |
Avg Daily Profit (%) | 0.6158 | 0.5909 | 0.0248 | 0.1519 | 0.1057 | 0.1349 |
Buy And Hold Return (%) | 377.8375 | 377.8375 | 377.8375 | 377.8375 | 377.8375 | 377.8375 |
Max Trade Drawdown | -130296 | -61301 | -139545 | -977634 | -871497 | -902646 |
Profit Factor | 3.465 | 5.4788 | 1.2108 | 1.5878 | 1.3415 | 1.9118 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 47.3684 | 45.8333 | 48.9362 | 47.3684 | 45.8333 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.8499 | 6.475 | 1.2634 | 1.7642 | 1.5854 | 1.9949 |
Largest Winning Trade | 828587 | 828587 | 57851 | 844334 | 769809 | 844334 |
Largest Losing Trade | -61301 | -61301 | -49362 | -464688 | -464688 | -441621 |
Avg Bars in Trades | 43 | 36 | 50 | 43 | 36 | 50 |
Avg Bars in Winners | 58 | 53 | 62 | 58 | 53 | 62 |
Avg Bars in Losers | 29 | 21 | 38 | 29 | 21 | 38 |
Bars Traded | 4098 | 1731 | 2367 | 4098 | 1731 | 2367 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538227 | 553078 | -326247 | 353168 | -54997 | -10342 |
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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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