Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1511669.2573 | 1415058.6825 | 96610.5748 | 1287482.9929 | 563265.1762 | 724217.8168 |
Total P&L (%) | 1511.6693 | 1415.0587 | 96.6106 | 1287.483 | 563.2652 | 724.2178 |
Avg Daily Profit (%) | 0.8138 | 0.7618 | 0.052 | 0.1417 | 0.1019 | 0.1136 |
Buy And Hold Return (%) | 33.4842 | 33.4842 | 33.4842 | 33.4842 | 33.4842 | 33.4842 |
Max Trade Drawdown | -95788 | -74175 | -79479 | -1275270 | -908793 | -684724 |
Profit Factor | 3.8527 | 6.2278 | 1.3727 | 1.2452 | 1.207 | 1.2864 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 33.3333 | 27.0833 | 39.5833 | 33.3333 | 27.0833 | 39.5833 |
Ratio Avg Win / Avg Loss | 7.7054 | 16.7673 | 2.0951 | 2.4905 | 3.2497 | 1.9634 |
Largest Winning Trade | 1354236 | 1354236 | 67777 | 920754 | 920754 | 653706 |
Largest Losing Trade | -29097 | -16372 | -29097 | -287701 | -209058 | -287701 |
Avg Bars in Trades | 113 | 100 | 127 | 113 | 100 | 127 |
Avg Bars in Winners | 236 | 239 | 233 | 236 | 239 | 233 |
Avg Bars in Losers | 52 | 48 | 57 | 52 | 48 | 57 |
Bars Traded | 10925 | 4804 | 6121 | 10925 | 4804 | 6121 |
Profit Streak | 0 | 0 | 43.5437 | 0 | 0 | 43.5437 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500613 | 19657 | -128441 | -8830 | -76705 | -43196 |
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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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