Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1811643.3083 | 1609659.996 | 201983.3123 | 11419881.612 | -268588.3564 | 11688469.9685 |
Total P&L (%) | 1811.6433 | 1609.66 | 201.9833 | 11419.8816 | -268.5884 | 11688.47 |
Avg Daily Profit (%) | 0.9803 | 0.871 | 0.1093 | 0.2572 | 0 | 0.2584 |
Buy And Hold Return (%) | 32.9335 | 32.9335 | 32.9335 | 32.9335 | 32.9335 | 32.9335 |
Max Trade Drawdown | -55436 | -61574 | -53237 | -8885794 | -9469261 | -3435700 |
Profit Factor | 4.5212 | 6.6099 | 1.8876 | 1.3575 | 0.9862 | 1.9394 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 119 | 65 | 54 | 119 | 65 | 54 |
Profitability (%) | 33.5196 | 27.7778 | 39.3258 | 33.5196 | 27.7778 | 39.3258 |
Ratio Avg Win / Avg Loss | 8.967 | 17.1856 | 2.9123 | 2.6924 | 2.5642 | 2.9923 |
Largest Winning Trade | 1438383 | 1438383 | 63799 | 6327047 | 6327047 | 3701204 |
Largest Losing Trade | -17958 | -17958 | -17013 | -2731009 | -2731009 | -1495046 |
Avg Bars in Trades | 20 | 16 | 23 | 20 | 16 | 23 |
Avg Bars in Winners | 47 | 46 | 48 | 47 | 46 | 48 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 3588 | 1520 | 2068 | 3588 | 1520 | 2068 |
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 | 560608 | 149327 | -48259 | 175643 | -595608 | 289113 |
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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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