Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1676152.5376 | 1699403.159 | -23250.6213 | 280871.8432 | 998749.5491 | -717877.7059 |
Total P&L (%) | 1676.1525 | 1699.4032 | -23.2506 | 280.8718 | 998.7495 | -717.8777 |
Avg Daily Profit (%) | 0.7409 | 0.7512 | -0.0103 | 0.0591 | 0.106 | 0 |
Buy And Hold Return (%) | 365.2801 | 365.2801 | 365.2801 | 365.2801 | 365.2801 | 365.2801 |
Max Trade Drawdown | -173085 | -133742 | -73251 | -3787986 | -2001988 | -2139836 |
Profit Factor | 3.357 | 5.3061 | 0.9265 | 1.0368 | 1.2667 | 0.8153 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 40.708 | 35.0877 | 46.4286 | 40.708 | 35.0877 | 46.4286 |
Ratio Avg Win / Avg Loss | 4.8896 | 9.8162 | 1.0691 | 1.5101 | 2.3434 | 0.9407 |
Largest Winning Trade | 1339894 | 1339894 | 45782 | 2661035 | 2661035 | 1309222 |
Largest Losing Trade | -50772 | -29562 | -50772 | -1451194 | -500256 | -1451194 |
Avg Bars in Trades | 77 | 112 | 42 | 77 | 112 | 42 |
Avg Bars in Winners | 121 | 210 | 52 | 121 | 210 | 52 |
Avg Bars in Losers | 47 | 59 | 33 | 47 | 59 | 33 |
Bars Traded | 8778 | 6393 | 2385 | 8778 | 6393 | 2385 |
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 | 506439 | -167006 | -760555 | -461981 | -239541 | -762222 |
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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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