Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1332800.2075 | 1286662.8958 | 46137.3117 | 2850640.6044 | 2123459.6995 | 727180.9049 |
Total P&L (%) | 1332.8002 | 1286.6629 | 46.1373 | 2850.6406 | 2123.4597 | 727.1809 |
Avg Daily Profit (%) | 0.7343 | 0.7088 | 0.0254 | 0.1866 | 0.171 | 0.1165 |
Buy And Hold Return (%) | 608.8146 | 608.8146 | 608.8146 | 608.8146 | 608.8146 | 608.8146 |
Max Trade Drawdown | -135102 | -83517 | -110345 | -973447 | -782402 | -729934 |
Profit Factor | 3.4148 | 5.1975 | 1.188 | 1.6185 | 1.808 | 1.3671 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 40.4494 | 38.6364 | 42.2222 | 40.4494 | 38.6364 | 42.2222 |
Ratio Avg Win / Avg Loss | 5.0274 | 8.2549 | 1.6257 | 2.3828 | 2.8715 | 1.8708 |
Largest Winning Trade | 730088 | 730088 | 77572 | 973462 | 973462 | 891856 |
Largest Losing Trade | -32254 | -32254 | -29192 | -541520 | -541520 | -226027 |
Avg Bars in Trades | 118 | 125 | 111 | 118 | 125 | 111 |
Avg Bars in Winners | 205 | 219 | 192 | 205 | 219 | 192 |
Avg Bars in Losers | 59 | 66 | 52 | 59 | 66 | 52 |
Bars Traded | 10541 | 5526 | 5015 | 10541 | 5526 | 5015 |
Profit Streak | 0 | 96.9556 | 0 | 0 | 96.9556 | 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 | 361093 | 374131 | -340251 | 212229 | 170679 | -143743 |
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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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