Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1707981.3535 | 1688488.0982 | 19493.2553 | 1117025.5699 | 451609.5376 | 665416.0324 |
Total P&L (%) | 1707.9814 | 1688.4881 | 19.4933 | 1117.0256 | 451.6095 | 665.416 |
Avg Daily Profit (%) | 0.7544 | 0.7458 | 0.0086 | 0.1104 | 0.0755 | 0.0899 |
Buy And Hold Return (%) | 355.6516 | 355.6516 | 355.6516 | 355.6516 | 355.6516 | 355.6516 |
Max Trade Drawdown | -170655 | -52210 | -166242 | -939553 | -626191 | -475984 |
Profit Factor | 4.0801 | 7.907 | 1.0629 | 1.3492 | 1.2907 | 1.4043 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 44 | 36.8421 | 51.3514 | 44 | 36.8421 | 51.3514 |
Ratio Avg Win / Avg Loss | 5.1929 | 13.5549 | 1.0069 | 1.7171 | 2.2127 | 1.3304 |
Largest Winning Trade | 1351519 | 1351519 | 63806 | 549384 | 549384 | 441687 |
Largest Losing Trade | -47797 | -36882 | -47797 | -323013 | -323013 | -231971 |
Avg Bars in Trades | 57 | 47 | 66 | 57 | 47 | 66 |
Avg Bars in Winners | 91 | 90 | 92 | 91 | 90 | 92 |
Avg Bars in Losers | 30 | 22 | 40 | 30 | 22 | 40 |
Bars Traded | 4284 | 1806 | 2478 | 4284 | 1806 | 2478 |
Profit Streak | 0 | 0 | 321.5534 | 0 | 0 | 321.5534 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45223 | 524496 | -496927 | -110236 | -178001 | -77954 |
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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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