Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1294427.2883 | 1247053.2213 | 47374.067 | 2619095.9809 | 2359059.9199 | 260036.061 |
Total P&L (%) | 1294.4273 | 1247.0532 | 47.3741 | 2619.096 | 2359.0599 | 260.0361 |
Avg Daily Profit (%) | 0.7098 | 0.6838 | 0.026 | 0.1813 | 0.1758 | 0.0703 |
Buy And Hold Return (%) | 723.9319 | 723.9319 | 723.9319 | 723.9319 | 723.9319 | 723.9319 |
Max Trade Drawdown | -153505 | -112228 | -125253 | -1155988 | -812784 | -683917 |
Profit Factor | 3.3904 | 5.551 | 1.1771 | 1.5467 | 2.0247 | 1.1045 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 40.9639 | 43.9024 | 38.0952 | 40.9639 | 43.9024 | 38.0952 |
Ratio Avg Win / Avg Loss | 4.8862 | 7.093 | 1.9128 | 2.229 | 2.5871 | 1.7948 |
Largest Winning Trade | 710326 | 710326 | 75638 | 1217950 | 1217950 | 1015705 |
Largest Losing Trade | -50298 | -47256 | -50298 | -440896 | -440896 | -374194 |
Avg Bars in Trades | 127 | 110 | 143 | 127 | 110 | 143 |
Avg Bars in Winners | 212 | 171 | 259 | 212 | 171 | 259 |
Avg Bars in Losers | 68 | 63 | 71 | 68 | 63 | 71 |
Bars Traded | 10562 | 4541 | 6021 | 10562 | 4541 | 6021 |
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 | 208259 | 334738 | -353129 | 116159 | 232620 | -373957 |
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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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