Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1358235.7745 | 1288988.5539 | 69247.2207 | 4146720.7987 | 3770796.6019 | 375924.1968 |
Total P&L (%) | 1358.2358 | 1288.9886 | 69.2472 | 4146.7208 | 3770.7966 | 375.9242 |
Avg Daily Profit (%) | 0.7488 | 0.7106 | 0.0382 | 0.2069 | 0.2017 | 0.086 |
Buy And Hold Return (%) | 476.2621 | 476.2621 | 476.2621 | 476.2621 | 476.2621 | 476.2621 |
Max Trade Drawdown | -77566 | -60738 | -55689 | -3615766 | -2199540 | -2207352 |
Profit Factor | 3.1735 | 5.7925 | 1.1945 | 1.2524 | 1.5393 | 1.0398 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 42.4242 | 40.8163 | 44 | 42.4242 | 40.8163 | 44 |
Ratio Avg Win / Avg Loss | 4.3068 | 8.3992 | 1.5203 | 1.6997 | 2.232 | 1.3234 |
Largest Winning Trade | 796612 | 796612 | 75469 | 3011558 | 3011558 | 2183068 |
Largest Losing Trade | -50421 | -23737 | -50421 | -1534413 | -1278787 | -1534413 |
Avg Bars in Trades | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Winners | 57 | 52 | 61 | 57 | 52 | 61 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 3559 | 1615 | 1943 | 3559 | 1615 | 1943 |
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 | 463227 | 501503 | -495502 | 227445 | 260455 | -602967 |
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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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