Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1455362.9924 | 1374736.7017 | 80626.2907 | 4126004.645 | 2353643.0659 | 1772361.5791 |
Total P&L (%) | 1455.363 | 1374.7367 | 80.6263 | 4126.0046 | 2353.6431 | 1772.3616 |
Avg Daily Profit (%) | 0.5822 | 0.55 | 0.0323 | 0.1499 | 0.1281 | 0.1173 |
Buy And Hold Return (%) | 466.0842 | 466.0842 | 466.0842 | 466.0842 | 466.0842 | 466.0842 |
Max Trade Drawdown | -66822 | -86659 | -45934 | -2901500 | -3061901 | -1445239 |
Profit Factor | 3.8483 | 6.4011 | 1.3144 | 1.3134 | 1.329 | 1.2948 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 35.3982 | 31.5789 | 39.2857 | 35.3982 | 31.5789 | 39.2857 |
Ratio Avg Win / Avg Loss | 7.0231 | 13.869 | 2.0314 | 2.397 | 2.8796 | 2.0011 |
Largest Winning Trade | 993794 | 993794 | 49656 | 3185606 | 3185606 | 1628693 |
Largest Losing Trade | -27616 | -25026 | -27616 | -1211845 | -897771 | -1211845 |
Avg Bars in Trades | 86 | 82 | 89 | 86 | 82 | 89 |
Avg Bars in Winners | 174 | 181 | 169 | 174 | 181 | 169 |
Avg Bars in Losers | 37 | 37 | 38 | 37 | 37 | 38 |
Bars Traded | 9753 | 4719 | 5034 | 9753 | 4719 | 5034 |
Profit Streak | 17.651 | 31.401 | 0 | 17.651 | 31.401 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375880 | -170555 | -498517 | 141021 | -208472 | -221483 |
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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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