Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1388296.4347 | 1326051.7409 | 62244.6938 | 2285503.69 | 1954859.3797 | 330644.3102 |
Total P&L (%) | 1388.2964 | 1326.0517 | 62.2447 | 2285.5037 | 1954.8594 | 330.6443 |
Avg Daily Profit (%) | 0.6306 | 0.6023 | 0.0283 | 0.1442 | 0.1374 | 0.0663 |
Buy And Hold Return (%) | 494.4824 | 494.4824 | 494.4824 | 494.4824 | 494.4824 | 494.4824 |
Max Trade Drawdown | -159916 | -169539 | -17663 | -1444452 | -1385162 | -188989 |
Profit Factor | 3.9372 | 4.2712 | 1.925 | 1.6936 | 1.7081 | 1.619 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 41 | 26 | 15 | 41 | 26 | 15 |
Profitability (%) | 58.5859 | 46.9388 | 70 | 58.5859 | 46.9388 | 70 |
Ratio Avg Win / Avg Loss | 2.7832 | 4.8283 | 0.825 | 1.1972 | 1.9308 | 0.6938 |
Largest Winning Trade | 925651 | 925651 | 12204 | 1337671 | 1337671 | 201881 |
Largest Losing Trade | -56826 | -56826 | -16732 | -454273 | -454273 | -165065 |
Avg Bars in Trades | 64 | 123 | 7 | 64 | 123 | 7 |
Avg Bars in Winners | 67 | 159 | 6 | 67 | 159 | 6 |
Avg Bars in Losers | 61 | 92 | 7 | 61 | 92 | 7 |
Bars Traded | 6424 | 6073 | 351 | 6424 | 6073 | 351 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605801 | 512942 | -497195 | 59407 | -9324 | -447028 |
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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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