Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1305619.5142 | 1226962.6499 | 78656.8643 | 3793172.5894 | 3088045.9958 | 705126.5935 |
Total P&L (%) | 1305.6195 | 1226.9627 | 78.6569 | 3793.1726 | 3088.046 | 705.1266 |
Avg Daily Profit (%) | 0.7189 | 0.6756 | 0.0433 | 0.2018 | 0.1908 | 0.1149 |
Buy And Hold Return (%) | 593.9111 | 593.9111 | 593.9111 | 593.9111 | 593.9111 | 593.9111 |
Max Trade Drawdown | -95855 | -74851 | -109330 | -2672884 | -2581990 | -1628584 |
Profit Factor | 3.2498 | 5.7591 | 1.2439 | 1.3596 | 1.6553 | 1.1208 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 51.0204 | 51.0204 | 51.0204 | 51.0204 | 51.0204 | 51.0204 |
Ratio Avg Win / Avg Loss | 3.1199 | 5.5287 | 1.1941 | 1.3052 | 1.5891 | 1.076 |
Largest Winning Trade | 723682 | 723682 | 78156 | 2578221 | 2578221 | 1360729 |
Largest Losing Trade | -73563 | -31536 | -73563 | -1137353 | -1137353 | -980627 |
Avg Bars in Trades | 109 | 101 | 117 | 109 | 101 | 117 |
Avg Bars in Winners | 150 | 140 | 160 | 150 | 140 | 160 |
Avg Bars in Losers | 67 | 61 | 73 | 67 | 61 | 73 |
Bars Traded | 10738 | 4978 | 5760 | 10738 | 4978 | 5760 |
Profit Streak | 0 | 107.2338 | 0 | 0 | 107.2338 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486417 | 546879 | -300869 | 305492 | 398891 | -234081 |
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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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