Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2012123.2125 | 1985456.4046 | 26666.808 | 999209.013 | 2190055.4867 | -1190846.4737 |
Total P&L (%) | 2012.1232 | 1985.4564 | 26.6668 | 999.209 | 2190.0555 | -1190.8465 |
Avg Daily Profit (%) | 0.885 | 0.8732 | 0.0117 | 0.1055 | 0.1378 | 0 |
Buy And Hold Return (%) | 182.9016 | 182.9016 | 182.9016 | 182.9016 | 182.9016 | 182.9016 |
Max Trade Drawdown | -95156 | -97428 | -58847 | -5004381 | -3419781 | -2868102 |
Profit Factor | 3.969 | 6.6148 | 1.0823 | 1.0624 | 1.2602 | 0.8433 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 44.4444 | 41.4634 | 47.5 | 44.4444 | 41.4634 | 47.5 |
Ratio Avg Win / Avg Loss | 4.9613 | 9.3385 | 1.1962 | 1.328 | 1.7791 | 0.9321 |
Largest Winning Trade | 1527543 | 1527543 | 52834 | 5116029 | 5116029 | 1937088 |
Largest Losing Trade | -55097 | -35791 | -55097 | -2868102 | -1016461 | -2868102 |
Avg Bars in Trades | 80 | 75 | 85 | 80 | 75 | 85 |
Avg Bars in Winners | 122 | 123 | 120 | 122 | 123 | 120 |
Avg Bars in Losers | 46 | 40 | 53 | 46 | 40 | 53 |
Bars Traded | 6507 | 3087 | 3420 | 6507 | 3087 | 3420 |
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 | 66259 | 665056 | -473906 | -223098 | -10976 | -581722 |
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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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