Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1486584.4204 | 1423335.6467 | 63248.7737 | 2027124.2101 | 1085774.1986 | 941350.0115 |
Total P&L (%) | 1486.5844 | 1423.3356 | 63.2488 | 2027.1242 | 1085.7742 | 941.35 |
Avg Daily Profit (%) | 0.8156 | 0.7809 | 0.0347 | 0.1679 | 0.1358 | 0.1286 |
Buy And Hold Return (%) | 812.2166 | 812.2166 | 812.2166 | 812.2166 | 812.2166 | 812.2166 |
Max Trade Drawdown | -104412 | -127161 | -47159 | -2189210 | -2777863 | -1107456 |
Profit Factor | 3.9265 | 5.8438 | 1.2954 | 1.2022 | 1.1915 | 1.2162 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 44.4444 | 34.6939 | 54 | 44.4444 | 34.6939 | 54 |
Ratio Avg Win / Avg Loss | 4.9081 | 11.0001 | 1.1035 | 1.5028 | 2.2427 | 1.036 |
Largest Winning Trade | 874225 | 874225 | 35371 | 2212793 | 2212793 | 831334 |
Largest Losing Trade | -42728 | -42728 | -31175 | -954802 | -621810 | -954802 |
Avg Bars in Trades | 51 | 58 | 44 | 51 | 58 | 44 |
Avg Bars in Winners | 79 | 105 | 63 | 79 | 105 | 63 |
Avg Bars in Losers | 29 | 34 | 22 | 29 | 34 | 22 |
Bars Traded | 5093 | 2876 | 2217 | 5093 | 2876 | 2217 |
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 | 369719 | 252752 | -491797 | 103685 | -87023 | -317154 |
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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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