Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055047.446 | 963648.3323 | 91399.1137 | 2980764.3023 | 2314304.0721 | 666460.2301 |
Total P&L (%) | 1055.0474 | 963.6483 | 91.3991 | 2980.7643 | 2314.3041 | 666.4602 |
Avg Daily Profit (%) | 0.5066 | 0.4627 | 0.0439 | 0.1647 | 0.153 | 0.0978 |
Buy And Hold Return (%) | 295.4608 | 295.4608 | 295.4608 | 295.4608 | 295.4608 | 295.4608 |
Max Trade Drawdown | -83785 | -57668 | -61748 | -5038042 | -2859765 | -3811944 |
Profit Factor | 3.3609 | 5.0673 | 1.4353 | 1.1916 | 1.2632 | 1.0985 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 42.1053 | 42.1053 | 42.1053 | 42.1053 | 42.1053 | 42.1053 |
Ratio Avg Win / Avg Loss | 4.6212 | 6.9675 | 1.9736 | 1.6384 | 1.7369 | 1.5104 |
Largest Winning Trade | 645101 | 645101 | 57553 | 2534595 | 2534595 | 1793718 |
Largest Losing Trade | -46733 | -32277 | -46733 | -1836987 | -1250059 | -1836987 |
Avg Bars in Trades | 320 | 306 | 334 | 320 | 306 | 334 |
Avg Bars in Winners | 532 | 498 | 565 | 532 | 498 | 565 |
Avg Bars in Losers | 166 | 166 | 166 | 166 | 166 | 166 |
Bars Traded | 24358 | 11642 | 12716 | 24358 | 11642 | 12716 |
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 | -42366 | 438905 | -301100 | -57788 | 199767 | -181238 |
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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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