Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2170118.4609 | 2079497.912 | 90620.5488 | 4977883.7232 | 2901002.3222 | 2076881.401 |
Total P&L (%) | 2170.1185 | 2079.4979 | 90.6205 | 4977.8837 | 2901.0023 | 2076.8814 |
Avg Daily Profit (%) | 1.1611 | 1.1126 | 0.0485 | 0.2104 | 0.1822 | 0.165 |
Buy And Hold Return (%) | 428.6825 | 428.6825 | 428.6825 | 428.6825 | 428.6825 | 428.6825 |
Max Trade Drawdown | -101662 | -118068 | -52390 | -6989981 | -7958491 | -3471556 |
Profit Factor | 5.1519 | 7.4078 | 1.4573 | 1.2013 | 1.195 | 1.2107 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 41.0256 | 35.8974 | 46.1538 | 41.0256 | 35.8974 | 46.1538 |
Ratio Avg Win / Avg Loss | 7.4058 | 13.2283 | 1.7002 | 1.7268 | 2.1339 | 1.4125 |
Largest Winning Trade | 1564527 | 1564527 | 54634 | 8025754 | 8025754 | 2803110 |
Largest Losing Trade | -32415 | -32346 | -32415 | -3093312 | -1988576 | -3093312 |
Avg Bars in Trades | 69 | 62 | 75 | 69 | 62 | 75 |
Avg Bars in Winners | 104 | 103 | 104 | 104 | 103 | 104 |
Avg Bars in Losers | 44 | 40 | 50 | 44 | 40 | 50 |
Bars Traded | 5398 | 2456 | 2942 | 5398 | 2456 | 2942 |
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 | -22173 | 541297 | -293254 | -33549 | -2659 | 155883 |
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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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