Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1655244.4674 | 1536292.0295 | 118952.4378 | 2461883.824 | 316979.3163 | 2144904.5076 |
Total P&L (%) | 1655.2445 | 1536.292 | 118.9524 | 2461.8838 | 316.9793 | 2144.9045 |
Avg Daily Profit (%) | 0.8896 | 0.8257 | 0.0639 | 0.1745 | 0.0768 | 0.1674 |
Buy And Hold Return (%) | 74.4881 | 74.4881 | 74.4881 | 74.4881 | 74.4881 | 74.4881 |
Max Trade Drawdown | -89421 | -89213 | -40396 | -2759005 | -2480110 | -995858 |
Profit Factor | 4.2583 | 6.7001 | 1.4988 | 1.2316 | 1.0513 | 1.4814 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 47.3684 | 45.8333 | 48.9362 | 47.3684 | 45.8333 | 48.9362 |
Ratio Avg Win / Avg Loss | 4.7314 | 7.9183 | 1.5639 | 1.3684 | 1.2425 | 1.5458 |
Largest Winning Trade | 1431873 | 1431873 | 61953 | 1362659 | 1362659 | 1114062 |
Largest Losing Trade | -39288 | -30222 | -39288 | -1008191 | -1008191 | -914491 |
Avg Bars in Trades | 113 | 96 | 130 | 113 | 96 | 130 |
Avg Bars in Winners | 158 | 137 | 177 | 158 | 137 | 177 |
Avg Bars in Losers | 72 | 61 | 84 | 72 | 61 | 84 |
Bars Traded | 10751 | 4628 | 6123 | 10751 | 4628 | 6123 |
Profit Streak | 0 | 0 | 51.6322 | 0 | 0 | 51.6322 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 710085 | 726655 | -114077 | 241747 | -258024 | 385826 |
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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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