Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1368020.5541 | 1258749.382 | 109271.1721 | 9867300.8737 | 8927610.5549 | 939690.3189 |
Total P&L (%) | 1368.0206 | 1258.7494 | 109.2712 | 9867.3009 | 8927.6106 | 939.6903 |
Avg Daily Profit (%) | 0.7492 | 0.6893 | 0.0598 | 0.2523 | 0.2469 | 0.1283 |
Buy And Hold Return (%) | 776.584 | 776.584 | 776.584 | 776.584 | 776.584 | 776.584 |
Max Trade Drawdown | -65459 | -55736 | -42780 | -5853024 | -5332745 | -5078184 |
Profit Factor | 3.9516 | 6.5065 | 1.4652 | 1.3843 | 1.7281 | 1.0701 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 41.6667 | 40.4762 | 42.8571 | 41.6667 | 40.4762 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.5322 | 9.5683 | 1.9536 | 1.938 | 2.5413 | 1.4267 |
Largest Winning Trade | 722617 | 722617 | 79178 | 8380337 | 8380337 | 3940897 |
Largest Losing Trade | -23373 | -21477 | -23373 | -2288524 | -2275828 | -2288524 |
Avg Bars in Trades | 251 | 228 | 275 | 251 | 228 | 275 |
Avg Bars in Winners | 414 | 352 | 472 | 414 | 352 | 472 |
Avg Bars in Losers | 135 | 143 | 127 | 135 | 143 | 127 |
Bars Traded | 21134 | 9577 | 11557 | 21134 | 9577 | 11557 |
Profit Streak | 0 | 76.145 | 0 | 0 | 76.145 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297467 | 296255 | -279328 | 258439 | 310011 | -267952 |
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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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