Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1315519.4229 | 1255734.2477 | 59785.1752 | 4024363.0607 | 3321802.2382 | 702560.8226 |
Total P&L (%) | 1315.5194 | 1255.7342 | 59.7852 | 4024.3631 | 3321.8022 | 702.5608 |
Avg Daily Profit (%) | 0.7262 | 0.6932 | 0.033 | 0.2055 | 0.1952 | 0.115 |
Buy And Hold Return (%) | 510.1153 | 510.1153 | 510.1153 | 510.1153 | 510.1153 | 510.1153 |
Max Trade Drawdown | -112615 | -72127 | -68742 | -3231159 | -1817459 | -1816174 |
Profit Factor | 3.7151 | 6.192 | 1.2464 | 1.4768 | 1.758 | 1.1732 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 32.5301 | 34.1463 | 30.9524 | 32.5301 | 34.1463 | 30.9524 |
Ratio Avg Win / Avg Loss | 7.7053 | 11.9417 | 2.7804 | 3.063 | 3.3904 | 2.617 |
Largest Winning Trade | 652296 | 652296 | 75079 | 2417737 | 2417737 | 1086533 |
Largest Losing Trade | -32684 | -25251 | -32684 | -1018847 | -960207 | -1018847 |
Avg Bars in Trades | 85 | 80 | 89 | 85 | 80 | 89 |
Avg Bars in Winners | 172 | 154 | 191 | 172 | 154 | 191 |
Avg Bars in Losers | 43 | 42 | 43 | 43 | 42 | 43 |
Bars Traded | 7077 | 3315 | 3762 | 7077 | 3315 | 3762 |
Profit Streak | 0 | 28.5443 | 0 | 0 | 28.5443 | 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 | 281918 | 409719 | -321076 | 82411 | 194950 | -123733 |
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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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