Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2023480.9852 | 1928298.0524 | 95182.9328 | 5965471.5891 | 2311487.1818 | 3653984.4073 |
Total P&L (%) | 2023.481 | 1928.2981 | 95.1829 | 5965.4716 | 2311.4872 | 3653.9844 |
Avg Daily Profit (%) | 0.896 | 0.8539 | 0.0421 | 0.1819 | 0.141 | 0.1607 |
Buy And Hold Return (%) | 350.165 | 350.165 | 350.165 | 350.165 | 350.165 | 350.165 |
Max Trade Drawdown | -250010 | -100192 | -149817 | -2471029 | -2683987 | -1579387 |
Profit Factor | 4.2556 | 7.2943 | 1.302 | 1.4205 | 1.2933 | 1.5795 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 29.2035 | 26.3158 | 32.1429 | 29.2035 | 26.3158 | 32.1429 |
Ratio Avg Win / Avg Loss | 10.3165 | 20.424 | 2.7486 | 3.4437 | 3.6213 | 3.3344 |
Largest Winning Trade | 1405912 | 1405912 | 60276 | 2925842 | 2925842 | 2762951 |
Largest Losing Trade | -44285 | -26485 | -44285 | -891721 | -777079 | -891721 |
Avg Bars in Trades | 56 | 44 | 69 | 56 | 44 | 69 |
Avg Bars in Winners | 151 | 121 | 176 | 151 | 121 | 176 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 6430 | 2517 | 3913 | 6430 | 2517 | 3913 |
Profit Streak | 0 | 0 | 45.1764 | 0 | 0 | 45.1764 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313063 | -183603 | -487902 | -1173 | -207800 | -176117 |
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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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