Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1873607.0728 | 1701702.2762 | 171904.7965 | 6698243.3169 | -374554.2033 | 7072797.5202 |
Total P&L (%) | 1873.6071 | 1701.7023 | 171.9048 | 6698.2433 | -374.5542 | 7072.7975 |
Avg Daily Profit (%) | 1.0139 | 0.9208 | 0.093 | 0.2286 | 0 | 0.2315 |
Buy And Hold Return (%) | 70.7975 | 70.7975 | 70.7975 | 70.7975 | 70.7975 | 70.7975 |
Max Trade Drawdown | -84361 | -73115 | -41981 | -3969918 | -3987034 | -2068704 |
Profit Factor | 5.3234 | 7.8197 | 1.9351 | 1.3893 | 0.9647 | 2.0715 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 29.5652 | 22.4138 | 36.8421 | 29.5652 | 22.4138 | 36.8421 |
Ratio Avg Win / Avg Loss | 12.6822 | 27.0681 | 3.3173 | 3.3099 | 3.3393 | 3.5512 |
Largest Winning Trade | 1537225 | 1537225 | 63693 | 2803074 | 2803074 | 2324381 |
Largest Losing Trade | -16087 | -16087 | -13039 | -1590501 | -1590501 | -788773 |
Avg Bars in Trades | 31 | 26 | 36 | 31 | 26 | 36 |
Avg Bars in Winners | 82 | 88 | 78 | 82 | 88 | 78 |
Avg Bars in Losers | 9 | 8 | 11 | 9 | 8 | 11 |
Bars Traded | 3574 | 1515 | 2059 | 3574 | 1515 | 2059 |
Profit Streak | 0 | 0 | 33.3505 | 0 | 0 | 33.3505 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431821 | -199469 | -254045 | 22831 | -799268 | -172663 |
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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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