Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2013833.3189 | 1931967.3561 | 81865.9628 | 4889161.8895 | 1874893.6781 | 3014268.2114 |
Total P&L (%) | 2013.8333 | 1931.9674 | 81.866 | 4889.1619 | 1874.8937 | 3014.2682 |
Avg Daily Profit (%) | 1.0763 | 1.0326 | 0.0438 | 0.2092 | 0.1596 | 0.184 |
Buy And Hold Return (%) | 491.1118 | 491.1118 | 491.1118 | 491.1118 | 491.1118 | 491.1118 |
Max Trade Drawdown | -136440 | -131439 | -61888 | -5320408 | -5216943 | -2208145 |
Profit Factor | 4.3003 | 6.3668 | 1.3272 | 1.2694 | 1.1636 | 1.4504 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 38.7097 | 31.9149 | 45.6522 | 38.7097 | 31.9149 | 45.6522 |
Ratio Avg Win / Avg Loss | 6.8089 | 13.5825 | 1.58 | 2.0098 | 2.4824 | 1.7266 |
Largest Winning Trade | 1391465 | 1391465 | 53500 | 4405611 | 4405611 | 1836524 |
Largest Losing Trade | -29383 | -29383 | -24033 | -1600952 | -1600952 | -1259691 |
Avg Bars in Trades | 58 | 54 | 63 | 58 | 54 | 63 |
Avg Bars in Winners | 94 | 97 | 92 | 94 | 97 | 92 |
Avg Bars in Losers | 36 | 34 | 39 | 36 | 34 | 39 |
Bars Traded | 5485 | 2558 | 2927 | 5485 | 2558 | 2927 |
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 | 518839 | 455874 | -300500 | 179331 | -41051 | 281604 |
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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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