Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1466069.3826 | 1340962.4066 | 125106.976 | 16559308.2845 | 12608446.773 | 3950861.5115 |
Total P&L (%) | 1466.0694 | 1340.9624 | 125.107 | 16559.3083 | 12608.4468 | 3950.8615 |
Avg Daily Profit (%) | 0.8029 | 0.7344 | 0.0685 | 0.2805 | 0.2657 | 0.2029 |
Buy And Hold Return (%) | 635.123 | 635.123 | 635.123 | 635.123 | 635.123 | 635.123 |
Max Trade Drawdown | -67614 | -45454 | -51210 | -14181478 | -11883533 | -11031452 |
Profit Factor | 3.516 | 6.3455 | 1.377 | 1.287 | 1.4909 | 1.1234 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 37.6068 | 36.2069 | 38.9831 | 37.6068 | 36.2069 | 38.9831 |
Ratio Avg Win / Avg Loss | 5.8334 | 11.1802 | 2.1553 | 2.1353 | 2.6269 | 1.7584 |
Largest Winning Trade | 761946 | 761946 | 75836 | 11208676 | 11208676 | 5788163 |
Largest Losing Trade | -30457 | -19555 | -30457 | -4482317 | -4093485 | -4482317 |
Avg Bars in Trades | 45 | 42 | 48 | 45 | 42 | 48 |
Avg Bars in Winners | 86 | 81 | 90 | 86 | 81 | 90 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 5336 | 2478 | 2858 | 5336 | 2478 | 2858 |
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 | 379182 | -170710 | -446808 | 191982 | -174736 | -257356 |
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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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