Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2035309.9005 | 1969694.3314 | 65615.5691 | 1708376.6096 | 1427882.3531 | 280494.2565 |
Total P&L (%) | 2035.3099 | 1969.6943 | 65.6156 | 1708.3766 | 1427.8824 | 280.4943 |
Avg Daily Profit (%) | 0.9164 | 0.8869 | 0.0295 | 0.1304 | 0.1228 | 0.0602 |
Buy And Hold Return (%) | 385.6244 | 385.6244 | 385.6244 | 385.6244 | 385.6244 | 385.6244 |
Max Trade Drawdown | -99581 | -71164 | -124802 | -2961674 | -2790439 | -2224834 |
Profit Factor | 3.6608 | 6.2366 | 1.1688 | 1.1017 | 1.1499 | 1.0385 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 43.299 | 43.75 | 42.8571 | 43.299 | 43.75 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.7939 | 8.0185 | 1.5584 | 1.4427 | 1.4784 | 1.3847 |
Largest Winning Trade | 1787177 | 1787177 | 50620 | 3134046 | 3134046 | 905286 |
Largest Losing Trade | -40801 | -40801 | -37493 | -1546906 | -1546906 | -938239 |
Avg Bars in Trades | 44 | 52 | 36 | 44 | 52 | 36 |
Avg Bars in Winners | 59 | 67 | 50 | 59 | 67 | 50 |
Avg Bars in Losers | 33 | 39 | 26 | 33 | 39 | 26 |
Bars Traded | 4303 | 2496 | 1807 | 4303 | 2496 | 1807 |
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 | 597035 | 653987 | -355645 | -131360 | -89087 | -459147 |
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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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