Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1175973.9077 | 1136185.9739 | 39787.9338 | 1635097.0955 | 248742.5622 | 1386354.5333 |
Total P&L (%) | 1175.9739 | 1136.186 | 39.7879 | 1635.0971 | 248.7426 | 1386.3545 |
Avg Daily Profit (%) | 0.6267 | 0.6055 | 0.0212 | 0.1522 | 0.0666 | 0.1439 |
Buy And Hold Return (%) | 469.3434 | 469.3434 | 469.3434 | 469.3434 | 469.3434 | 469.3434 |
Max Trade Drawdown | -99079 | -109956 | -85904 | -2908849 | -2948150 | -1048620 |
Profit Factor | 2.7881 | 4.2056 | 1.1312 | 1.143 | 1.0353 | 1.3167 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 38.9474 | 31.25 | 46.8085 | 38.9474 | 31.25 | 46.8085 |
Ratio Avg Win / Avg Loss | 4.3705 | 9.2524 | 1.2855 | 1.7918 | 2.2776 | 1.4962 |
Largest Winning Trade | 539542 | 539542 | 54162 | 2214171 | 2214171 | 1027484 |
Largest Losing Trade | -38327 | -32386 | -38327 | -1016319 | -1016319 | -647359 |
Avg Bars in Trades | 57 | 51 | 63 | 57 | 51 | 63 |
Avg Bars in Winners | 99 | 96 | 101 | 99 | 96 | 101 |
Avg Bars in Losers | 30 | 31 | 30 | 30 | 31 | 30 |
Bars Traded | 5464 | 2476 | 2988 | 5464 | 2476 | 2988 |
Profit Streak | 0 | 0 | 51.2343 | 0 | 0 | 51.2343 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338782 | 267471 | -407099 | -61178 | -457617 | -4027 |
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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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