Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2032727.7394 | 1978391.855 | 54335.8844 | 3565060.1972 | 2694610.1093 | 870450.0879 |
Total P&L (%) | 2032.7277 | 1978.3919 | 54.3359 | 3565.0602 | 2694.6101 | 870.4501 |
Avg Daily Profit (%) | 0.9013 | 0.8772 | 0.0241 | 0.1598 | 0.1478 | 0.1008 |
Buy And Hold Return (%) | 383.4369 | 383.4369 | 383.4369 | 383.4369 | 383.4369 | 383.4369 |
Max Trade Drawdown | -121647 | -53857 | -71747 | -5496808 | -2945793 | -4030848 |
Profit Factor | 4.6775 | 8.4869 | 1.1883 | 1.1669 | 1.2698 | 1.0765 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 33.3333 | 28 | 38.7755 | 33.3333 | 28 | 38.7755 |
Ratio Avg Win / Avg Loss | 9.355 | 21.8235 | 1.8763 | 2.3337 | 3.2652 | 1.6998 |
Largest Winning Trade | 1529285 | 1529285 | 60277 | 2909067 | 2909067 | 2053222 |
Largest Losing Trade | -33943 | -16674 | -33943 | -1941061 | -835422 | -1941061 |
Avg Bars in Trades | 82 | 70 | 95 | 82 | 70 | 95 |
Avg Bars in Winners | 190 | 188 | 192 | 190 | 188 | 192 |
Avg Bars in Losers | 28 | 25 | 33 | 28 | 25 | 33 |
Bars Traded | 8199 | 3534 | 4665 | 8199 | 3534 | 4665 |
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 | 484636 | -176391 | -342971 | -34377 | -191269 | -202565 |
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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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