Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1971570.4358 | 1915454.5615 | 56115.8743 | 817117.4741 | -62560.5456 | 879678.0196 |
Total P&L (%) | 1971.5704 | 1915.4546 | 56.1159 | 817.1175 | -62.5605 | 879.678 |
Avg Daily Profit (%) | 1.1042 | 1.0728 | 0.0314 | 0.1242 | -0.055 | 0.1279 |
Buy And Hold Return (%) | 274.5243 | 274.5243 | 274.5243 | 274.5243 | 274.5243 | 274.5243 |
Max Trade Drawdown | -110760 | -103887 | -115282 | -3030324 | -2221568 | -1723535 |
Profit Factor | 4.8889 | 9.4116 | 1.2009 | 1.0923 | 0.9866 | 1.2094 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 46.988 | 46.3415 | 47.619 | 46.988 | 46.3415 | 47.619 |
Ratio Avg Win / Avg Loss | 5.5157 | 10.8977 | 1.321 | 1.2323 | 1.1423 | 1.3304 |
Largest Winning Trade | 1459044 | 1459044 | 58928 | 1315195 | 1315195 | 987698 |
Largest Losing Trade | -85072 | -28591 | -85072 | -723576 | -723576 | -557543 |
Avg Bars in Trades | 41 | 35 | 47 | 41 | 35 | 47 |
Avg Bars in Winners | 60 | 50 | 70 | 60 | 50 | 70 |
Avg Bars in Losers | 24 | 23 | 26 | 24 | 23 | 26 |
Bars Traded | 3433 | 1459 | 1974 | 3433 | 1459 | 1974 |
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 | 673005 | 739040 | -318082 | -151382 | -580498 | -26148 |
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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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