Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2004410.9851 | 1855568.0061 | 148842.979 | 12797592.1 | 4381923.0324 | 8415669.0675 |
Total P&L (%) | 2004.411 | 1855.568 | 148.843 | 12797.5921 | 4381.923 | 8415.6691 |
Avg Daily Profit (%) | 0.8888 | 0.8228 | 0.066 | 0.2157 | 0.1688 | 0.1973 |
Buy And Hold Return (%) | 316.3447 | 316.3447 | 316.3447 | 316.3447 | 316.3447 | 316.3447 |
Max Trade Drawdown | -103217 | -47075 | -80224 | -6462803 | -2706049 | -5532273 |
Profit Factor | 5.5705 | 10.6171 | 1.606 | 1.5007 | 1.3896 | 1.588 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 46.25 | 37.5 | 55 | 46.25 | 37.5 | 55 |
Ratio Avg Win / Avg Loss | 6.4738 | 17.6952 | 1.314 | 1.7441 | 2.316 | 1.2993 |
Largest Winning Trade | 1317296 | 1317296 | 58331 | 4762490 | 4036728 | 4762490 |
Largest Losing Trade | -56141 | -47075 | -56141 | -3545481 | -1838304 | -3545481 |
Avg Bars in Trades | 108 | 95 | 121 | 108 | 95 | 121 |
Avg Bars in Winners | 187 | 193 | 183 | 187 | 193 | 183 |
Avg Bars in Losers | 40 | 36 | 46 | 40 | 36 | 46 |
Bars Traded | 8692 | 3821 | 4871 | 8692 | 3821 | 4871 |
Profit Streak | 0 | 0 | 316.9127 | 0 | 0 | 316.9127 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4222 | 580494 | -267015 | -14642 | 168492 | 414041 |
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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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