Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1742931.0291 | 1711992.0201 | 30939.009 | 1461664.1153 | 309030.9536 | 1152633.1617 |
Total P&L (%) | 1742.931 | 1711.992 | 30.939 | 1461.6641 | 309.031 | 1152.6332 |
Avg Daily Profit (%) | 0.9258 | 0.9093 | 0.0164 | 0.1461 | 0.0748 | 0.1344 |
Buy And Hold Return (%) | 485.0023 | 485.0023 | 485.0023 | 485.0023 | 485.0023 | 485.0023 |
Max Trade Drawdown | -103391 | -119895 | -52970 | -5709684 | -6805407 | -1286418 |
Profit Factor | 3.611 | 5.2089 | 1.1186 | 1.0698 | 1.0216 | 1.173 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 44.3478 | 41.3793 | 47.3684 | 44.3478 | 41.3793 | 47.3684 |
Ratio Avg Win / Avg Loss | 4.5314 | 7.3793 | 1.2429 | 1.3425 | 1.4473 | 1.3034 |
Largest Winning Trade | 1165835 | 1165835 | 65071 | 6106812 | 6106812 | 1705218 |
Largest Losing Trade | -38395 | -38395 | -37049 | -1847712 | -1847712 | -1120206 |
Avg Bars in Trades | 95 | 82 | 107 | 95 | 82 | 107 |
Avg Bars in Winners | 142 | 117 | 165 | 142 | 117 | 165 |
Avg Bars in Losers | 57 | 58 | 55 | 57 | 58 | 55 |
Bars Traded | 10936 | 4809 | 6127 | 10936 | 4809 | 6127 |
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 | 560714 | -164838 | -607775 | -146369 | -638925 | -228912 |
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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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