Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1443391.0919 | 1344640.2101 | 98750.8817 | 6279859.0059 | 4722683.62 | 1557175.386 |
Total P&L (%) | 1443.3911 | 1344.6402 | 98.7509 | 6279.859 | 4722.6836 | 1557.1754 |
Avg Daily Profit (%) | 0.7967 | 0.7422 | 0.0545 | 0.2296 | 0.2142 | 0.1551 |
Buy And Hold Return (%) | 580.3368 | 580.3368 | 580.3368 | 580.3368 | 580.3368 | 580.3368 |
Max Trade Drawdown | -76330 | -63122 | -40626 | -4298851 | -2732644 | -2042790 |
Profit Factor | 4.4681 | 6.6245 | 1.5575 | 1.4638 | 1.6643 | 1.2421 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 37.234 | 25.5319 | 48.9362 | 37.234 | 25.5319 | 48.9362 |
Ratio Avg Win / Avg Loss | 7.5319 | 19.3215 | 1.6252 | 2.4675 | 4.8541 | 1.2961 |
Largest Winning Trade | 721674 | 721674 | 62979 | 6175690 | 6175690 | 2529620 |
Largest Losing Trade | -29762 | -29762 | -20210 | -1715319 | -912897 | -1715319 |
Avg Bars in Trades | 74 | 68 | 80 | 74 | 68 | 80 |
Avg Bars in Winners | 136 | 170 | 119 | 136 | 170 | 119 |
Avg Bars in Losers | 37 | 33 | 42 | 37 | 33 | 42 |
Bars Traded | 7001 | 3226 | 3776 | 7001 | 3226 | 3776 |
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 | 438747 | -11242 | -283473 | 207822 | -16356 | 131711 |
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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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