Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1413946.983 | 1393390.6226 | 20556.3604 | 1257329.2633 | 921817.4548 | 335511.8085 |
Total P&L (%) | 1413.947 | 1393.3906 | 20.5564 | 1257.3293 | 921.8175 | 335.5118 |
Avg Daily Profit (%) | 0.6269 | 0.6178 | 0.0091 | 0.1157 | 0.1031 | 0.0653 |
Buy And Hold Return (%) | 375.5601 | 375.5601 | 375.5601 | 375.5601 | 375.5601 | 375.5601 |
Max Trade Drawdown | -221215 | -95629 | -179347 | -3840252 | -3293205 | -2011533 |
Profit Factor | 2.872 | 5.0367 | 1.0501 | 1.0827 | 1.1067 | 1.0511 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 43.4343 | 44 | 42.8571 | 43.4343 | 44 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.7403 | 6.4103 | 1.4002 | 1.41 | 1.4085 | 1.4015 |
Largest Winning Trade | 1029367 | 1029367 | 62963 | 2673531 | 2673531 | 1164355 |
Largest Losing Trade | -43557 | -38268 | -43557 | -1359123 | -1359123 | -663721 |
Avg Bars in Trades | 42 | 28 | 57 | 42 | 28 | 57 |
Avg Bars in Winners | 68 | 41 | 95 | 68 | 41 | 95 |
Avg Bars in Losers | 23 | 17 | 28 | 23 | 17 | 28 |
Bars Traded | 4219 | 1411 | 2808 | 4219 | 1411 | 2808 |
Profit Streak | 0 | 0 | 135.5381 | 0 | 0 | 135.5381 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448151 | -165160 | -513544 | -172783 | -344044 | -437624 |
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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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