Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1762472.3011 | 1663212.2855 | 99260.0157 | 5905460.7249 | 332974.6068 | 5572486.118 |
Total P&L (%) | 1762.4723 | 1663.2123 | 99.26 | 5905.4607 | 332.9746 | 5572.4861 |
Avg Daily Profit (%) | 0.9367 | 0.8839 | 0.0528 | 0.2179 | 0.0779 | 0.2148 |
Buy And Hold Return (%) | 452.4082 | 452.4082 | 452.4082 | 452.4082 | 452.4082 | 452.4082 |
Max Trade Drawdown | -100494 | -80478 | -76859 | -7244066 | -6420453 | -2326056 |
Profit Factor | 4.1528 | 6.6237 | 1.377 | 1.204 | 1.0182 | 1.5211 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 41.9355 | 34.0426 | 50 | 41.9355 | 34.0426 | 50 |
Ratio Avg Win / Avg Loss | 5.7501 | 12.8335 | 1.377 | 1.6671 | 1.9728 | 1.5211 |
Largest Winning Trade | 1114907 | 1114907 | 64149 | 4601125 | 4601125 | 2902636 |
Largest Losing Trade | -48157 | -22545 | -48157 | -1891716 | -1891716 | -1282689 |
Avg Bars in Trades | 58 | 47 | 69 | 58 | 47 | 69 |
Avg Bars in Winners | 102 | 90 | 111 | 102 | 90 | 111 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 5436 | 2242 | 3194 | 5436 | 2242 | 3194 |
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 | 549187 | 472774 | -287621 | 212787 | -460172 | 388227 |
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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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