Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1782704.7141 | 1653611.8877 | 129092.8264 | 10586179.5126 | 3991929.0846 | 6594250.4281 |
Total P&L (%) | 1782.7047 | 1653.6119 | 129.0928 | 10586.1795 | 3991.9291 | 6594.2504 |
Avg Daily Profit (%) | 0.7905 | 0.7332 | 0.0572 | 0.2074 | 0.1647 | 0.1866 |
Buy And Hold Return (%) | 364.8308 | 364.8308 | 364.8308 | 364.8308 | 364.8308 | 364.8308 |
Max Trade Drawdown | -137714 | -56260 | -101905 | -5179088 | -3796409 | -3707874 |
Profit Factor | 4.0674 | 7.2237 | 1.4092 | 1.4084 | 1.3087 | 1.5077 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
Profitability (%) | 45.2174 | 36.2069 | 54.386 | 45.2174 | 36.2069 | 54.386 |
Ratio Avg Win / Avg Loss | 4.9278 | 12.7274 | 1.1819 | 1.7064 | 2.3058 | 1.2646 |
Largest Winning Trade | 1180085 | 1180085 | 58604 | 4449557 | 3048844 | 4449557 |
Largest Losing Trade | -35702 | -24419 | -35702 | -2231649 | -1807101 | -2231649 |
Avg Bars in Trades | 74 | 52 | 96 | 74 | 52 | 96 |
Avg Bars in Winners | 126 | 100 | 144 | 126 | 100 | 144 |
Avg Bars in Losers | 31 | 25 | 40 | 31 | 25 | 40 |
Bars Traded | 8563 | 3054 | 5509 | 8563 | 3054 | 5509 |
Profit Streak | 0 | 0 | 45.9197 | 0 | 0 | 45.9197 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 619441 | -166322 | -460010 | 302537 | -176712 | -169222 |
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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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