Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1255125.9922 | 1159466.6327 | 95659.3596 | 4919607.8129 | 2906855.2226 | 2012752.5903 |
Total P&L (%) | 1255.126 | 1159.4666 | 95.6594 | 4919.6078 | 2906.8552 | 2012.7526 |
Avg Daily Profit (%) | 0.5021 | 0.4638 | 0.0383 | 0.1568 | 0.1362 | 0.1221 |
Buy And Hold Return (%) | 497.4026 | 497.4026 | 497.4026 | 497.4026 | 497.4026 | 497.4026 |
Max Trade Drawdown | -92321 | -49823 | -88591 | -2855455 | -2146780 | -2542141 |
Profit Factor | 3.0004 | 5.0516 | 1.2803 | 1.3778 | 1.4248 | 1.3257 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 42.3913 | 36.9565 | 47.8261 | 42.3913 | 36.9565 | 47.8261 |
Ratio Avg Win / Avg Loss | 4.0775 | 8.6174 | 1.3967 | 1.8723 | 2.4305 | 1.4462 |
Largest Winning Trade | 543849 | 543849 | 55098 | 3125710 | 3125710 | 2228440 |
Largest Losing Trade | -60219 | -22026 | -60219 | -1725617 | -892873 | -1725617 |
Avg Bars in Trades | 107 | 100 | 114 | 107 | 100 | 114 |
Avg Bars in Winners | 179 | 192 | 170 | 179 | 192 | 170 |
Avg Bars in Losers | 54 | 46 | 63 | 54 | 46 | 63 |
Bars Traded | 9879 | 4625 | 5254 | 9879 | 4625 | 5254 |
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 | 363685 | 304008 | -308368 | 238496 | -14540 | -32288 |
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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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