Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1563470.2339 | 1490176.1535 | 73294.0804 | 2581870.8161 | 1571546.6731 | 1010324.143 |
Total P&L (%) | 1563.4702 | 1490.1762 | 73.2941 | 2581.8708 | 1571.5467 | 1010.3241 |
Avg Daily Profit (%) | 0.857 | 0.8169 | 0.0402 | 0.1805 | 0.1545 | 0.132 |
Buy And Hold Return (%) | 704.1536 | 704.1536 | 704.1536 | 704.1536 | 704.1536 | 704.1536 |
Max Trade Drawdown | -133276 | -125270 | -68507 | -6320244 | -6329788 | -3006580 |
Profit Factor | 4.1739 | 5.4977 | 1.4544 | 1.1283 | 1.1123 | 1.1649 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 42.1687 | 41.4634 | 42.8571 | 42.1687 | 41.4634 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.7242 | 7.7614 | 1.9393 | 1.5474 | 1.5703 | 1.5532 |
Largest Winning Trade | 963916 | 963916 | 72508 | 4530342 | 4530342 | 2981361 |
Largest Losing Trade | -48138 | -48138 | -33084 | -2043553 | -2043553 | -1498900 |
Avg Bars in Trades | 249 | 350 | 151 | 249 | 350 | 151 |
Avg Bars in Winners | 368 | 559 | 187 | 368 | 559 | 187 |
Avg Bars in Losers | 163 | 202 | 123 | 163 | 202 | 123 |
Bars Traded | 20728 | 14381 | 6347 | 20728 | 14381 | 6347 |
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 | 383820 | 429937 | -305609 | -77266 | -96890 | -87629 |
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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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