Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2160704.1605 | 2052203.5419 | 108500.6187 | 3898097.5833 | -5039610.7736 | 8937708.3569 |
Total P&L (%) | 2160.7042 | 2052.2035 | 108.5006 | 3898.0976 | -5039.6108 | 8937.7084 |
Avg Daily Profit (%) | 1.2101 | 1.1494 | 0.0608 | 0.2068 | 0 | 0.2526 |
Buy And Hold Return (%) | 396.988 | 396.988 | 396.988 | 396.988 | 396.988 | 396.988 |
Max Trade Drawdown | -105046 | -84956 | -79178 | -7988175 | -9672031 | -3437035 |
Profit Factor | 4.5411 | 7.5361 | 1.3663 | 1.1157 | 0.7482 | 1.6538 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 31.25 | 22.9167 | 39.5833 | 31.25 | 22.9167 | 39.5833 |
Ratio Avg Win / Avg Loss | 9.9905 | 25.3488 | 2.0854 | 2.4546 | 2.5167 | 2.5242 |
Largest Winning Trade | 1138111 | 1138111 | 59453 | 3384563 | 3384563 | 2969319 |
Largest Losing Trade | -62309 | -22415 | -62309 | -2672374 | -1628856 | -2672374 |
Avg Bars in Trades | 36 | 29 | 42 | 36 | 29 | 42 |
Avg Bars in Winners | 78 | 80 | 77 | 78 | 80 | 77 |
Avg Bars in Losers | 16 | 13 | 20 | 16 | 13 | 20 |
Bars Traded | 3458 | 1402 | 2056 | 3458 | 1402 | 2056 |
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 | 464632 | -18131 | -279922 | -91059 | -616908 | 275651 |
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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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