Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1857242.9317 | 1843161.4379 | 14081.4938 | -292369.6122 | 8930834.4219 | -9223204.0341 |
Total P&L (%) | 1857.2429 | 1843.1614 | 14.0815 | -292.3696 | 8930.8344 | -9223.204 |
Avg Daily Profit (%) | 1.0389 | 1.031 | 0.0079 | 0 | 0.2522 | 0 |
Buy And Hold Return (%) | 280.8632 | 280.8632 | 280.8632 | 280.8632 | 280.8632 | 280.8632 |
Max Trade Drawdown | -140253 | -122918 | -145192 | -9015724 | -449783 | -9414189 |
Profit Factor | 3.7792 | 6.5484 | 1.0419 | 0.9735 | 12.4678 | 0.0999 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 15 | 21 | 51 | 29 | 22 |
Losing Trades | 46 | 26 | 20 | 31 | 12 | 19 |
Profitability (%) | 43.9024 | 36.5854 | 51.2195 | 62.1951 | 70.7317 | 53.6585 |
Ratio Avg Win / Avg Loss | 4.829 | 11.3506 | 0.9923 | 0.5917 | 5.1591 | 0.0862 |
Largest Winning Trade | 979630 | 979630 | 58143 | 7238690 | 7238690 | 146239 |
Largest Losing Trade | -107718 | -30907 | -107718 | -8593381 | -286540 | -8593381 |
Avg Bars in Trades | 63 | 60 | 66 | 63 | 60 | 66 |
Avg Bars in Winners | 87 | 76 | 95 | 51 | 63 | 35 |
Avg Bars in Losers | 43 | 50 | 35 | 82 | 51 | 101 |
Bars Traded | 5177 | 2466 | 2711 | 5177 | 2466 | 2711 |
Profit Streak | 0 | 0 | 0 | 19.8089 | 19.8089 | 32.1422 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319174 | 591194 | -523990 | -586632 | 730506 | -579270 |
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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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