Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1267735.5207 | 1180987.2659 | 86748.2548 | 3798250.8032 | 1635705.4413 | 2162545.3619 |
Total P&L (%) | 1267.7355 | 1180.9873 | 86.7483 | 3798.2508 | 1635.7054 | 2162.5454 |
Avg Daily Profit (%) | 0.6773 | 0.6309 | 0.0463 | 0.1959 | 0.1526 | 0.1668 |
Buy And Hold Return (%) | 610.3679 | 610.3679 | 610.3679 | 610.3679 | 610.3679 | 610.3679 |
Max Trade Drawdown | -82355 | -78518 | -122422 | -1979717 | -1239970 | -1693240 |
Profit Factor | 3.0274 | 4.5243 | 1.2989 | 1.3365 | 1.2701 | 1.4133 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 41.4894 | 34.0426 | 48.9362 | 41.4894 | 34.0426 | 48.9362 |
Ratio Avg Win / Avg Loss | 4.2693 | 8.7658 | 1.3554 | 1.8848 | 2.4609 | 1.4747 |
Largest Winning Trade | 539219 | 539219 | 55505 | 2368416 | 2368416 | 1908755 |
Largest Losing Trade | -46019 | -29425 | -46019 | -1693240 | -601143 | -1693240 |
Avg Bars in Trades | 117 | 109 | 125 | 117 | 109 | 125 |
Avg Bars in Winners | 179 | 171 | 185 | 179 | 171 | 185 |
Avg Bars in Losers | 73 | 76 | 68 | 73 | 76 | 68 |
Bars Traded | 11031 | 5125 | 5906 | 11031 | 5125 | 5906 |
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 | 304747 | 205899 | -297047 | 210361 | -875 | 200472 |
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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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