Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2106792.6391 | 1943612.5352 | 163180.1039 | 6806354.3856 | 1796222.9634 | 5010131.4222 |
Total P&L (%) | 2106.7926 | 1943.6125 | 163.1801 | 6806.3544 | 1796.223 | 5010.1314 |
Avg Daily Profit (%) | 1.1334 | 1.0457 | 0.0878 | 0.2281 | 0.1584 | 0.2119 |
Buy And Hold Return (%) | 81.1336 | 81.1336 | 81.1336 | 81.1336 | 81.1336 | 81.1336 |
Max Trade Drawdown | -108677 | -103491 | -57577 | -7345891 | -5794019 | -3576508 |
Profit Factor | 6.1495 | 9.9356 | 1.8516 | 1.3082 | 1.1478 | 1.5045 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 43.1579 | 33.3333 | 53.1915 | 43.1579 | 33.3333 | 53.1915 |
Ratio Avg Win / Avg Loss | 8.0994 | 19.8711 | 1.6294 | 1.723 | 2.2956 | 1.324 |
Largest Winning Trade | 1756604 | 1756604 | 62885 | 4650804 | 4650804 | 2761798 |
Largest Losing Trade | -38618 | -24923 | -38618 | -2450608 | -1590283 | -2450608 |
Avg Bars in Trades | 74 | 65 | 82 | 74 | 65 | 82 |
Avg Bars in Winners | 115 | 120 | 113 | 115 | 120 | 113 |
Avg Bars in Losers | 42 | 38 | 48 | 42 | 38 | 48 |
Bars Traded | 7054 | 3162 | 3893 | 7054 | 3162 | 3893 |
Profit Streak | 0 | 0 | 86.062 | 0 | 0 | 86.062 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 704740 | 558530 | -77999 | 256157 | -55544 | 378925 |
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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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