Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1804060.7235 | 1785764.5606 | 18296.1629 | 445095.8152 | 744509.6373 | -299413.8221 |
Total P&L (%) | 1804.0607 | 1785.7646 | 18.2962 | 445.0958 | 744.5096 | -299.4138 |
Avg Daily Profit (%) | 0.7774 | 0.7696 | 0.0079 | 0.0731 | 0.092 | 0 |
Buy And Hold Return (%) | 42.5352 | 42.5352 | 42.5352 | 42.5352 | 42.5352 | 42.5352 |
Max Trade Drawdown | -93720 | -90758 | -80495 | -1101450 | -1025726 | -906270 |
Profit Factor | 4.0924 | 7.1594 | 1.0623 | 1.0844 | 1.2786 | 0.8849 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 45.679 | 43.9024 | 47.5 | 45.679 | 43.9024 | 47.5 |
Ratio Avg Win / Avg Loss | 4.8666 | 9.1481 | 1.1742 | 1.2895 | 1.6337 | 0.9781 |
Largest Winning Trade | 1760027 | 1760027 | 85760 | 1016593 | 1016593 | 611430 |
Largest Losing Trade | -39548 | -32279 | -39548 | -389669 | -339835 | -389669 |
Avg Bars in Trades | 52 | 38 | 66 | 52 | 38 | 66 |
Avg Bars in Winners | 84 | 58 | 109 | 84 | 58 | 109 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 4230 | 1559 | 2671 | 4230 | 1559 | 2671 |
Profit Streak | 0 | 0 | 78.5036 | 0 | 0 | 78.5036 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 77206 | 687547 | -499543 | -240989 | -71011 | -580305 |
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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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