Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1593750.8609 | 1503199.8557 | 90551.0052 | 1283700.7293 | -914479.0325 | 2198179.7618 |
Total P&L (%) | 1593.7509 | 1503.1999 | 90.551 | 1283.7007 | -914.479 | 2198.1798 |
Avg Daily Profit (%) | 0.8626 | 0.8136 | 0.049 | 0.1423 | 0 | 0.1698 |
Buy And Hold Return (%) | 91.8915 | 91.8915 | 91.8915 | 91.8915 | 91.8915 | 91.8915 |
Max Trade Drawdown | -121646 | -110853 | -59827 | -4413912 | -4127301 | -1251498 |
Profit Factor | 4.574 | 6.5506 | 1.5171 | 1.0985 | 0.8927 | 1.4878 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 34.1176 | 25.5814 | 42.8571 | 34.1176 | 25.5814 | 42.8571 |
Ratio Avg Win / Avg Loss | 8.8325 | 19.0563 | 2.0228 | 2.1213 | 2.5969 | 1.9837 |
Largest Winning Trade | 1425056 | 1425056 | 63104 | 2717787 | 2717787 | 1866868 |
Largest Losing Trade | -27462 | -22409 | -27462 | -1119697 | -1119697 | -440002 |
Avg Bars in Trades | 126 | 149 | 103 | 126 | 149 | 103 |
Avg Bars in Winners | 242 | 343 | 180 | 242 | 343 | 180 |
Avg Bars in Losers | 66 | 82 | 45 | 66 | 82 | 45 |
Bars Traded | 10770 | 6424 | 4346 | 10770 | 6424 | 4346 |
Profit Streak | 0 | 0 | 11.6932 | 0 | 0 | 11.6932 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531125 | -5495 | -292824 | -119641 | -605201 | 288590 |
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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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