Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1284793.3422 | 1228674.0242 | 56119.318 | 4487776.1979 | 4090346.8471 | 397429.3508 |
Total P&L (%) | 1284.7933 | 1228.674 | 56.1193 | 4487.7762 | 4090.3468 | 397.4294 |
Avg Daily Profit (%) | 0.705 | 0.6742 | 0.0308 | 0.2102 | 0.2052 | 0.0881 |
Buy And Hold Return (%) | 745.709 | 745.709 | 745.709 | 745.709 | 745.709 | 745.709 |
Max Trade Drawdown | -141259 | -109127 | -74884 | -3342306 | -2042653 | -1886057 |
Profit Factor | 2.9864 | 4.6811 | 1.1793 | 1.3296 | 1.5786 | 1.0607 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 47.9592 | 46.9388 | 48.9796 | 47.9592 | 46.9388 | 48.9796 |
Ratio Avg Win / Avg Loss | 3.2406 | 5.2917 | 1.2284 | 1.4428 | 1.7845 | 1.1049 |
Largest Winning Trade | 580730 | 580730 | 79998 | 2609027 | 2609027 | 1681387 |
Largest Losing Trade | -43844 | -43844 | -27963 | -1256623 | -1087179 | -1256623 |
Avg Bars in Trades | 109 | 98 | 120 | 109 | 98 | 120 |
Avg Bars in Winners | 145 | 117 | 173 | 145 | 117 | 173 |
Avg Bars in Losers | 76 | 81 | 70 | 76 | 81 | 70 |
Bars Traded | 10740 | 4820 | 5920 | 10740 | 4820 | 5920 |
Profit Streak | 0 | 110.2591 | 0 | 0 | 110.2591 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316397 | 384229 | -341138 | 259279 | 368231 | -395199 |
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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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