Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2009334.5365 | 1950403.4106 | 58931.126 | 2327358.5353 | 928273.1693 | 1399085.366 |
Total P&L (%) | 2009.3345 | 1950.4034 | 58.9311 | 2327.3585 | 928.2732 | 1399.0854 |
Avg Daily Profit (%) | 1.0673 | 1.036 | 0.0313 | 0.1696 | 0.1239 | 0.1439 |
Buy And Hold Return (%) | 511.429 | 511.429 | 511.429 | 511.429 | 511.429 | 511.429 |
Max Trade Drawdown | -110341 | -158032 | -61940 | -5197239 | -6296779 | -1658032 |
Profit Factor | 4.7238 | 6.7969 | 1.2901 | 1.1643 | 1.0982 | 1.2965 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 41.5584 | 35.8974 | 47.3684 | 41.5584 | 35.8974 | 47.3684 |
Ratio Avg Win / Avg Loss | 6.6429 | 12.1373 | 1.4335 | 1.6373 | 1.9612 | 1.4405 |
Largest Winning Trade | 1526986 | 1526986 | 55367 | 5079557 | 5079557 | 1324883 |
Largest Losing Trade | -29711 | -29711 | -24668 | -1317215 | -1317215 | -938797 |
Avg Bars in Trades | 141 | 128 | 154 | 141 | 128 | 154 |
Avg Bars in Winners | 202 | 207 | 198 | 202 | 207 | 198 |
Avg Bars in Losers | 98 | 85 | 114 | 98 | 85 | 114 |
Bars Traded | 10896 | 5026 | 5869 | 10896 | 5026 | 5869 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30855 | 505708 | -317835 | -82231 | -152172 | -4801 |
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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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