Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1125750.8689 | 1037765.47 | 87985.3989 | 1208963.0122 | 508668.8341 | 700294.1781 |
Total P&L (%) | 1125.7509 | 1037.7655 | 87.9854 | 1208.963 | 508.6688 | 700.2942 |
Avg Daily Profit (%) | 0.6049 | 0.5576 | 0.0473 | 0.1383 | 0.0971 | 0.1118 |
Buy And Hold Return (%) | 93.6018 | 93.6018 | 93.6018 | 93.6018 | 93.6018 | 93.6018 |
Max Trade Drawdown | -92570 | -128316 | -52710 | -1778573 | -1786045 | -1064886 |
Profit Factor | 2.8278 | 4.1678 | 1.3052 | 1.1518 | 1.1128 | 1.2027 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 51.3043 | 51.7241 | 50.8772 | 51.3043 | 51.7241 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.684 | 3.8899 | 1.2602 | 1.0932 | 1.0386 | 1.1612 |
Largest Winning Trade | 909020 | 909020 | 61939 | 1018967 | 1018967 | 801993 |
Largest Losing Trade | -39616 | -25618 | -39616 | -686588 | -506085 | -686588 |
Avg Bars in Trades | 30 | 22 | 39 | 30 | 22 | 39 |
Avg Bars in Winners | 41 | 24 | 59 | 41 | 24 | 59 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 3552 | 1307 | 2245 | 3552 | 1307 | 2245 |
Profit Streak | 35.5926 | 35.5926 | 58.0926 | 35.5926 | 35.5926 | 58.0926 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 661035 | -160732 | -473974 | -60109 | -339461 | -222351 |
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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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