Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1522111.4838 | 1439958.3007 | 82153.1831 | 1007143.8574 | -45988.8216 | 1053132.6789 |
Total P&L (%) | 1522.1115 | 1439.9583 | 82.1532 | 1007.1439 | -45.9888 | 1053.1327 |
Avg Daily Profit (%) | 0.8167 | 0.7726 | 0.0441 | 0.1291 | -0.033 | 0.1313 |
Buy And Hold Return (%) | 42.8254 | 42.8254 | 42.8254 | 42.8254 | 42.8254 | 42.8254 |
Max Trade Drawdown | -97096 | -80923 | -74682 | -2035518 | -1800747 | -817408 |
Profit Factor | 3.3199 | 5.1924 | 1.2628 | 1.1038 | 0.9912 | 1.2366 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 35.0427 | 29.3103 | 40.678 | 35.0427 | 29.3103 | 40.678 |
Ratio Avg Win / Avg Loss | 6.1539 | 12.5227 | 1.8415 | 2.0461 | 2.3906 | 1.8033 |
Largest Winning Trade | 1349119 | 1349119 | 63684 | 1164378 | 1164378 | 933167 |
Largest Losing Trade | -32746 | -18905 | -32746 | -653563 | -550425 | -653563 |
Avg Bars in Trades | 94 | 88 | 100 | 94 | 88 | 100 |
Avg Bars in Winners | 186 | 199 | 177 | 186 | 199 | 177 |
Avg Bars in Losers | 44 | 41 | 47 | 44 | 41 | 47 |
Bars Traded | 11026 | 5105 | 5921 | 11026 | 5105 | 5921 |
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 | 504781 | -170282 | -321084 | -131020 | -769150 | -197137 |
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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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