Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1865922.8488 | 1848160.0959 | 17762.7529 | 963956.8377 | 361471.7728 | 602485.0649 |
Total P&L (%) | 1865.9228 | 1848.1601 | 17.7628 | 963.9568 | 361.4718 | 602.4851 |
Avg Daily Profit (%) | 0.9992 | 0.9896 | 0.0095 | 0.1267 | 0.0819 | 0.1044 |
Buy And Hold Return (%) | 471.7777 | 471.7777 | 471.7777 | 471.7777 | 471.7777 | 471.7777 |
Max Trade Drawdown | -100752 | -124043 | -94711 | -1845611 | -2638390 | -812353 |
Profit Factor | 3.7129 | 5.6944 | 1.0604 | 1.1105 | 1.0681 | 1.1763 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 32.5301 | 23.8095 | 41.4634 | 32.5301 | 23.8095 | 41.4634 |
Ratio Avg Win / Avg Loss | 7.7007 | 18.2221 | 1.497 | 2.3033 | 3.4181 | 1.6606 |
Largest Winning Trade | 1361466 | 1361466 | 58693 | 2279994 | 2279994 | 961023 |
Largest Losing Trade | -38070 | -38070 | -29270 | -889588 | -889588 | -608261 |
Avg Bars in Trades | 43 | 36 | 50 | 43 | 36 | 50 |
Avg Bars in Winners | 92 | 95 | 91 | 92 | 95 | 91 |
Avg Bars in Losers | 20 | 18 | 21 | 20 | 18 | 21 |
Bars Traded | 3627 | 1551 | 2076 | 3627 | 1551 | 2076 |
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 | 354829 | -15679 | -503279 | -135977 | -428831 | -161504 |
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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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