Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1743161.7721 | 1650579.0053 | 92582.7668 | 6259760.085 | 2894411.0717 | 3365349.0133 |
Total P&L (%) | 1743.1618 | 1650.579 | 92.5828 | 6259.7601 | 2894.4111 | 3365.349 |
Avg Daily Profit (%) | 0.7352 | 0.6962 | 0.039 | 0.1753 | 0.1435 | 0.1496 |
Buy And Hold Return (%) | 490.8698 | 490.8698 | 490.8698 | 490.8698 | 490.8698 | 490.8698 |
Max Trade Drawdown | -94477 | -133327 | -84108 | -2921902 | -2489688 | -1361831 |
Profit Factor | 4.2844 | 6.9353 | 1.3665 | 1.5967 | 1.5112 | 1.6969 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 30.4348 | 26.087 | 34.7826 | 30.4348 | 26.087 | 34.7826 |
Ratio Avg Win / Avg Loss | 9.7929 | 19.6499 | 2.5621 | 3.6496 | 4.2818 | 3.1816 |
Largest Winning Trade | 1271263 | 1271263 | 61243 | 3525374 | 2912805 | 3525374 |
Largest Losing Trade | -40184 | -20712 | -40184 | -1262577 | -825475 | -1262577 |
Avg Bars in Trades | 49 | 45 | 53 | 49 | 45 | 53 |
Avg Bars in Winners | 105 | 115 | 97 | 105 | 115 | 97 |
Avg Bars in Losers | 25 | 20 | 30 | 25 | 20 | 30 |
Bars Traded | 4554 | 2088 | 2466 | 4554 | 2088 | 2466 |
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 | 356321 | -6932 | -310763 | 124969 | -24291 | 158781 |
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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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