Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1282033.8937 | 1247070.6182 | 34963.2755 | 1148958.8123 | 1004591.722 | 144367.0904 |
Total P&L (%) | 1282.0339 | 1247.0706 | 34.9633 | 1148.9588 | 1004.5917 | 144.3671 |
Avg Daily Profit (%) | 0.7041 | 0.6849 | 0.0192 | 0.1388 | 0.132 | 0.0491 |
Buy And Hold Return (%) | 587.2672 | 587.2672 | 587.2672 | 587.2672 | 587.2672 | 587.2672 |
Max Trade Drawdown | -166094 | -100483 | -97591 | -1791924 | -1455151 | -1015102 |
Profit Factor | 2.9375 | 4.3277 | 1.1219 | 1.1837 | 1.2769 | 1.0549 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 40.8163 | 34.6939 | 46.9388 | 40.8163 | 34.6939 | 46.9388 |
Ratio Avg Win / Avg Loss | 4.2594 | 8.1462 | 1.2682 | 1.7163 | 2.4036 | 1.1925 |
Largest Winning Trade | 727668 | 727668 | 50467 | 1333606 | 1333606 | 512900 |
Largest Losing Trade | -47359 | -40840 | -47359 | -500170 | -500170 | -375902 |
Avg Bars in Trades | 71 | 89 | 54 | 71 | 89 | 54 |
Avg Bars in Winners | 113 | 148 | 88 | 113 | 148 | 88 |
Avg Bars in Losers | 43 | 58 | 24 | 43 | 58 | 24 |
Bars Traded | 7048 | 4382 | 2666 | 7048 | 4382 | 2666 |
Profit Streak | 0 | 108.9086 | 0 | 0 | 108.9086 | 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 | 323174 | 292491 | -420562 | -35240 | -29429 | -454333 |
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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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