Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1098966.4446 | 1059416.1292 | 39550.3154 | 1669864.9473 | 1653933.7258 | 15931.2214 |
Total P&L (%) | 1098.9664 | 1059.4161 | 39.5503 | 1669.8649 | 1653.9337 | 15.9312 |
Avg Daily Profit (%) | 0.6053 | 0.5835 | 0.0218 | 0.1584 | 0.1579 | 0.0081 |
Buy And Hold Return (%) | 582.9164 | 582.9164 | 582.9164 | 582.9164 | 582.9164 | 582.9164 |
Max Trade Drawdown | -95912 | -83360 | -57377 | -2024912 | -1479230 | -1305112 |
Profit Factor | 3.3567 | 5.1375 | 1.1881 | 1.1958 | 1.3756 | 1.0039 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 51.1628 | 46.5116 | 55.814 | 51.1628 | 46.5116 | 55.814 |
Ratio Avg Win / Avg Loss | 3.2041 | 5.9082 | 0.9406 | 1.1415 | 1.5819 | 0.7947 |
Largest Winning Trade | 526366 | 526366 | 68476 | 2507267 | 2507267 | 1095496 |
Largest Losing Trade | -33738 | -33738 | -32634 | -1122929 | -461280 | -1122929 |
Avg Bars in Trades | 79 | 71 | 87 | 79 | 71 | 87 |
Avg Bars in Winners | 102 | 90 | 111 | 102 | 90 | 111 |
Avg Bars in Losers | 56 | 54 | 58 | 56 | 54 | 58 |
Bars Traded | 6858 | 3077 | 3781 | 6858 | 3077 | 3781 |
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 | 383303 | 352801 | -344022 | -286 | 171847 | -564866 |
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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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