Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1233359.7544 | 1140091.6801 | 93268.0743 | 605210.1496 | 270600.8716 | 334609.2781 |
Total P&L (%) | 1233.3598 | 1140.0917 | 93.2681 | 605.2102 | 270.6009 | 334.6093 |
Avg Daily Profit (%) | 0.6636 | 0.6134 | 0.0502 | 0.1051 | 0.0705 | 0.0791 |
Buy And Hold Return (%) | 60 | 60 | 60 | 60 | 60 | 60 |
Max Trade Drawdown | -86025 | -73984 | -66770 | -930291 | -902361 | -558071 |
Profit Factor | 4.215 | 6.9237 | 1.4879 | 1.1532 | 1.1354 | 1.1714 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 50 | 31 | 19 | 50 | 31 | 19 |
Profitability (%) | 47.3684 | 35.4167 | 59.5745 | 47.3684 | 35.4167 | 59.5745 |
Ratio Avg Win / Avg Loss | 4.6833 | 12.6255 | 1.0096 | 1.2813 | 2.0705 | 0.7949 |
Largest Winning Trade | 1172962 | 1172962 | 63957 | 1172962 | 1172962 | 447761 |
Largest Losing Trade | -55924 | -38026 | -55924 | -500330 | -500330 | -489060 |
Avg Bars in Trades | 55 | 40 | 70 | 55 | 40 | 70 |
Avg Bars in Winners | 81 | 87 | 77 | 81 | 87 | 77 |
Avg Bars in Losers | 31 | 15 | 58 | 31 | 15 | 58 |
Bars Traded | 5254 | 1959 | 3295 | 5254 | 1959 | 3295 |
Profit Streak | 0 | 0 | 24.7267 | 0 | 0 | 24.7267 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 664164 | 522601 | -132660 | -104973 | -176587 | -120137 |
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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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