Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1431250.5597 | 1398292.7826 | 32957.7771 | 363356.033 | 445695.6194 | -82339.5864 |
Total P&L (%) | 1431.2506 | 1398.2928 | 32.9578 | 363.356 | 445.6956 | -82.3396 |
Avg Daily Profit (%) | 0.7691 | 0.7514 | 0.0177 | 0.0824 | 0.0912 | -0.0931 |
Buy And Hold Return (%) | 43.5225 | 43.5225 | 43.5225 | 43.5225 | 43.5225 | 43.5225 |
Max Trade Drawdown | -136617 | -117539 | -84799 | -786672 | -661386 | -577103 |
Profit Factor | 3.3923 | 5.7611 | 1.1082 | 1.1239 | 1.3212 | 0.9467 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 29.8851 | 23.2558 | 36.3636 | 29.8851 | 23.2558 | 36.3636 |
Ratio Avg Win / Avg Loss | 7.9589 | 19.0117 | 1.9394 | 2.6368 | 4.36 | 1.6567 |
Largest Winning Trade | 1354892 | 1354892 | 62851 | 727722 | 727722 | 389029 |
Largest Losing Trade | -24895 | -21932 | -24895 | -190578 | -170197 | -190578 |
Avg Bars in Trades | 253 | 223 | 282 | 253 | 223 | 282 |
Avg Bars in Winners | 546 | 544 | 548 | 546 | 544 | 548 |
Avg Bars in Losers | 128 | 126 | 131 | 128 | 126 | 131 |
Bars Traded | 22077 | 9631 | 12446 | 22077 | 9631 | 12446 |
Profit Streak | 44.1379 | 0 | 44.3045 | 44.1379 | 0 | 44.3045 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428092 | -16347 | -440048 | -173521 | -107290 | -582690 |
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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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