Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1196118.3986 | 1020981.5258 | 175136.8728 | 5971317.7068 | 2073585.5393 | 3897732.1675 |
Total P&L (%) | 1196.1184 | 1020.9815 | 175.1369 | 5971.3177 | 2073.5855 | 3897.7322 |
Avg Daily Profit (%) | 0.6433 | 0.5491 | 0.0942 | 0.2211 | 0.1657 | 0.1986 |
Buy And Hold Return (%) | 80.228 | 80.228 | 80.228 | 80.228 | 80.228 | 80.228 |
Max Trade Drawdown | -56592 | -30162 | -35646 | -1490979 | -1263387 | -1334050 |
Profit Factor | 4.9236 | 9.4309 | 1.9531 | 1.6502 | 1.5422 | 1.7273 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 40.5063 | 37.5 | 43.5897 | 40.5063 | 37.5 | 43.5897 |
Ratio Avg Win / Avg Loss | 7.2315 | 15.7181 | 2.5275 | 2.4238 | 2.5704 | 2.2353 |
Largest Winning Trade | 892123 | 892123 | 62148 | 2092209 | 2092209 | 2078373 |
Largest Losing Trade | -20314 | -15964 | -20314 | -955523 | -872573 | -955523 |
Avg Bars in Trades | 85 | 41 | 132 | 85 | 41 | 132 |
Avg Bars in Winners | 168 | 66 | 258 | 168 | 66 | 258 |
Avg Bars in Losers | 29 | 25 | 34 | 29 | 25 | 34 |
Bars Traded | 6793 | 1644 | 5149 | 6793 | 1644 | 5149 |
Profit Streak | 0 | 0 | 78.2542 | 0 | 0 | 78.2542 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15403 | 529817 | -71082 | -23626 | 201143 | 337859 |
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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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