Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1327802.9729 | 1260074.8942 | 67728.0787 | 4874805.3964 | 3803346.9878 | 1071458.4085 |
Total P&L (%) | 1327.803 | 1260.0749 | 67.7281 | 4874.8054 | 3803.347 | 1071.4584 |
Avg Daily Profit (%) | 0.7306 | 0.6934 | 0.0373 | 0.2152 | 0.2018 | 0.1355 |
Buy And Hold Return (%) | 589.1048 | 589.1048 | 589.1048 | 589.1048 | 589.1048 | 589.1048 |
Max Trade Drawdown | -83920 | -53706 | -67042 | -3889954 | -2581457 | -1595785 |
Profit Factor | 3.2602 | 5.8651 | 1.2062 | 1.3702 | 1.6747 | 1.1422 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 42.0455 | 36.3636 | 47.7273 | 42.0455 | 36.3636 | 47.7273 |
Ratio Avg Win / Avg Loss | 4.4938 | 10.2639 | 1.3211 | 1.8886 | 2.9308 | 1.251 |
Largest Winning Trade | 718023 | 718023 | 75517 | 2937931 | 2937931 | 1979098 |
Largest Losing Trade | -48681 | -23573 | -48681 | -1313842 | -1313842 | -1164679 |
Avg Bars in Trades | 118 | 109 | 127 | 118 | 109 | 127 |
Avg Bars in Winners | 196 | 184 | 204 | 196 | 184 | 204 |
Avg Bars in Losers | 62 | 66 | 57 | 62 | 66 | 57 |
Bars Traded | 10444 | 4823 | 5621 | 10444 | 4823 | 5621 |
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 | 387027 | 341167 | -310208 | 249588 | 202278 | -84705 |
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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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