Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1587975.0812 | 1535033.4232 | 52941.658 | 1920952.8312 | 1312090.0722 | 608862.759 |
Total P&L (%) | 1587.9751 | 1535.0334 | 52.9417 | 1920.9528 | 1312.0901 | 608.8628 |
Avg Daily Profit (%) | 0.8762 | 0.847 | 0.0292 | 0.166 | 0.1462 | 0.1081 |
Buy And Hold Return (%) | 567.9129 | 567.9129 | 567.9129 | 567.9129 | 567.9129 | 567.9129 |
Max Trade Drawdown | -198272 | -169055 | -54581 | -3114572 | -2827845 | -737381 |
Profit Factor | 4.0072 | 5.7591 | 1.2576 | 1.2563 | 1.3048 | 1.1908 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 43.2432 | 38.1818 | 48.2143 | 43.2432 | 38.1818 | 48.2143 |
Ratio Avg Win / Avg Loss | 5.2594 | 9.3243 | 1.3508 | 1.6489 | 2.1125 | 1.2791 |
Largest Winning Trade | 952117 | 952117 | 37417 | 2314106 | 2314106 | 670568 |
Largest Losing Trade | -49224 | -49224 | -26802 | -1531223 | -1531223 | -555578 |
Avg Bars in Trades | 46 | 57 | 34 | 46 | 57 | 34 |
Avg Bars in Winners | 68 | 86 | 53 | 68 | 86 | 53 |
Avg Bars in Losers | 29 | 39 | 17 | 29 | 39 | 17 |
Bars Traded | 5112 | 3163 | 1949 | 5112 | 3163 | 1949 |
Profit Streak | 0 | 71.6307 | 0 | 0 | 71.6307 | 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 | 528264 | -165500 | -500559 | 128566 | -184738 | -382918 |
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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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