Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1807653.0592 | 1632253.0584 | 175400.0008 | 9219012.2365 | -100387.899 | 9319400.1355 |
Total P&L (%) | 1807.6531 | 1632.2531 | 175.4 | 9219.0122 | -100.3879 | 9319.4001 |
Avg Daily Profit (%) | 0.9782 | 0.8833 | 0.0949 | 0.2457 | 0 | 0.2463 |
Buy And Hold Return (%) | 64.4005 | 64.4005 | 64.4005 | 64.4005 | 64.4005 | 64.4005 |
Max Trade Drawdown | -90854 | -102343 | -37128 | -8881009 | -6898091 | -3259361 |
Profit Factor | 5.412 | 7.8138 | 2.0308 | 1.3072 | 0.9944 | 1.7642 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 30.4 | 23.8095 | 37.0968 | 30.4 | 23.8095 | 37.0968 |
Ratio Avg Win / Avg Loss | 12.3906 | 25.0041 | 3.4435 | 2.9928 | 3.182 | 2.9914 |
Largest Winning Trade | 1332468 | 1332468 | 63506 | 6040823 | 4788230 | 6040823 |
Largest Losing Trade | -17958 | -17958 | -13412 | -2205006 | -2205006 | -1397664 |
Avg Bars in Trades | 28 | 22 | 33 | 28 | 22 | 33 |
Avg Bars in Winners | 76 | 76 | 75 | 76 | 76 | 75 |
Avg Bars in Losers | 7 | 5 | 8 | 7 | 5 | 8 |
Bars Traded | 3514 | 1433 | 2081 | 3514 | 1433 | 2081 |
Profit Streak | 0 | 0 | 34.5976 | 0 | 0 | 34.5976 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518572 | -159975 | -224236 | 95556 | -759742 | -146705 |
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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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