Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1097101.8215 | 971363.6905 | 125738.1309 | 9470747.4991 | 3925859.4328 | 5544888.0663 |
Total P&L (%) | 1097.1018 | 971.3637 | 125.7381 | 9470.7475 | 3925.8594 | 5544.8881 |
Avg Daily Profit (%) | 0.4385 | 0.3883 | 0.0503 | 0.1825 | 0.1478 | 0.1614 |
Buy And Hold Return (%) | 435.1072 | 435.1072 | 435.1072 | 435.1072 | 435.1072 | 435.1072 |
Max Trade Drawdown | -87543 | -47190 | -64524 | -13578855 | -6711202 | -10230816 |
Profit Factor | 3.7319 | 6.2768 | 1.5781 | 1.2548 | 1.1985 | 1.3189 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 49.4118 | 55.814 | 42.8571 | 49.4118 | 55.814 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.8207 | 4.9691 | 2.1041 | 1.2847 | 0.9488 | 1.7585 |
Largest Winning Trade | 495510 | 495510 | 56747 | 6872530 | 6872530 | 6432596 |
Largest Losing Trade | -30604 | -20883 | -30604 | -5511598 | -3350591 | -5511598 |
Avg Bars in Trades | 85 | 75 | 96 | 85 | 75 | 96 |
Avg Bars in Winners | 128 | 103 | 161 | 128 | 103 | 161 |
Avg Bars in Losers | 44 | 40 | 47 | 44 | 40 | 47 |
Bars Traded | 7301 | 3246 | 4055 | 7301 | 3246 | 4055 |
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 | 482526 | 491068 | -291408 | 276999 | 60733 | 226205 |
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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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