Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1643822.1021 | 1558535.7833 | 85286.3188 | 4409702.464 | 774616.0013 | 3635086.4627 |
Total P&L (%) | 1643.8221 | 1558.5358 | 85.2863 | 4409.7025 | 774.616 | 3635.0865 |
Avg Daily Profit (%) | 0.696 | 0.6599 | 0.0361 | 0.1614 | 0.0919 | 0.1534 |
Buy And Hold Return (%) | 490.0305 | 490.0305 | 490.0305 | 490.0305 | 490.0305 | 490.0305 |
Max Trade Drawdown | -119676 | -132136 | -95340 | -2454394 | -2110530 | -721356 |
Profit Factor | 3.994 | 6.2677 | 1.3369 | 1.6068 | 1.1588 | 2.5211 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 44.5652 | 39.1304 | 50 | 44.5652 | 39.1304 | 50 |
Ratio Avg Win / Avg Loss | 4.9681 | 9.7497 | 1.3369 | 1.9987 | 1.8026 | 2.5211 |
Largest Winning Trade | 1184531 | 1184531 | 57115 | 2531622 | 1780233 | 2531622 |
Largest Losing Trade | -48008 | -27645 | -48008 | -1856713 | -1856713 | -721356 |
Avg Bars in Trades | 75 | 67 | 83 | 75 | 67 | 83 |
Avg Bars in Winners | 98 | 97 | 99 | 98 | 97 | 99 |
Avg Bars in Losers | 57 | 48 | 67 | 57 | 48 | 67 |
Bars Traded | 6949 | 3105 | 3844 | 6949 | 3105 | 3844 |
Profit Streak | 0 | 0 | 11.2182 | 0 | 0 | 11.2182 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528139 | 482145 | -309413 | 319720 | -128470 | 473624 |
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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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