Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1487719.6613 | 1371224.1462 | 116495.5152 | 8677348.477 | 6179831.0588 | 2497517.4182 |
Total P&L (%) | 1487.7197 | 1371.2241 | 116.4955 | 8677.3485 | 6179.8311 | 2497.5174 |
Avg Daily Profit (%) | 0.8107 | 0.7473 | 0.0635 | 0.2442 | 0.2259 | 0.1777 |
Buy And Hold Return (%) | 700.3739 | 700.3739 | 700.3739 | 700.3739 | 700.3739 | 700.3739 |
Max Trade Drawdown | -130317 | -106760 | -56525 | -7234557 | -5617828 | -3817053 |
Profit Factor | 4.6533 | 7.5424 | 1.5895 | 1.3916 | 1.5727 | 1.2197 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 35.7143 | 28.5714 | 42.8571 | 35.7143 | 28.5714 | 42.8571 |
Ratio Avg Win / Avg Loss | 8.376 | 18.856 | 2.1193 | 2.5049 | 3.9317 | 1.6263 |
Largest Winning Trade | 718938 | 718938 | 67481 | 6116531 | 6116531 | 3845988 |
Largest Losing Trade | -30186 | -23703 | -30186 | -2038781 | -1745836 | -2038781 |
Avg Bars in Trades | 34 | 31 | 38 | 34 | 31 | 38 |
Avg Bars in Winners | 66 | 66 | 66 | 66 | 66 | 66 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 3408 | 1538 | 1870 | 3408 | 1538 | 1870 |
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 | 336977 | -182 | -273655 | 175513 | -3135 | 117416 |
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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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