Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550169.9843 | 401094.448 | 149075.5362 | 2407061.4317 | 1105794.0562 | 1301267.3755 |
Total P&L (%) | 550.17 | 401.0944 | 149.0755 | 2407.0614 | 1105.7941 | 1301.2674 |
Avg Daily Profit (%) | 0.3234 | 0.2358 | 0.0876 | 0.1896 | 0.1465 | 0.1553 |
Buy And Hold Return (%) | 95.9765 | 95.9765 | 95.9765 | 95.9765 | 95.9765 | 95.9765 |
Max Trade Drawdown | -77924 | -67398 | -38282 | -3516926 | -2354362 | -1162563 |
Profit Factor | 2.3713 | 2.2996 | 2.6103 | 1.3606 | 1.221 | 1.7781 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Profitability (%) | 63.4146 | 53.6585 | 73.1707 | 63.4146 | 53.6585 | 73.1707 |
Ratio Avg Win / Avg Loss | 1.3681 | 1.986 | 0.9571 | 0.785 | 1.0545 | 0.652 |
Largest Winning Trade | 109474 | 109474 | 36285 | 1119473 | 1119473 | 453820 |
Largest Losing Trade | -59805 | -59805 | -26734 | -1428332 | -1428332 | -753537 |
Avg Bars in Trades | 244 | 407 | 81 | 244 | 407 | 81 |
Avg Bars in Winners | 147 | 259 | 66 | 147 | 259 | 66 |
Avg Bars in Losers | 413 | 580 | 125 | 413 | 580 | 125 |
Bars Traded | 20082 | 16721 | 3360 | 20082 | 16721 | 3360 |
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 | 176130 | 387089 | -80580 | -24 | 108780 | 406417 |
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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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