Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1890774.5744 | 1749496.7153 | 141277.8591 | 4476673.098 | 656688.8184 | 3819984.2797 |
Total P&L (%) | 1890.7746 | 1749.4967 | 141.2779 | 4476.6731 | 656.6888 | 3819.9843 |
Avg Daily Profit (%) | 1.0157 | 0.9398 | 0.0759 | 0.2056 | 0.1088 | 0.1973 |
Buy And Hold Return (%) | 81.719 | 81.719 | 81.719 | 81.719 | 81.719 | 81.719 |
Max Trade Drawdown | -120991 | -101057 | -53859 | -5356762 | -5307409 | -1899274 |
Profit Factor | 5.3934 | 8.5385 | 1.7125 | 1.2517 | 1.0632 | 1.5162 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 32.9897 | 24.4898 | 41.6667 | 32.9897 | 24.4898 | 41.6667 |
Ratio Avg Win / Avg Loss | 10.9554 | 26.327 | 2.3975 | 2.5425 | 3.2783 | 2.1227 |
Largest Winning Trade | 1611082 | 1611082 | 66896 | 3486504 | 3486504 | 1962407 |
Largest Losing Trade | -36387 | -36387 | -19977 | -2349816 | -2349816 | -1160220 |
Avg Bars in Trades | 74 | 62 | 85 | 74 | 62 | 85 |
Avg Bars in Winners | 169 | 172 | 167 | 169 | 172 | 167 |
Avg Bars in Losers | 27 | 26 | 27 | 27 | 26 | 27 |
Bars Traded | 7184 | 3058 | 4126 | 7184 | 3058 | 4126 |
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 | 542880 | -10429 | -100216 | 94631 | -229477 | 265631 |
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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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