Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1715614.3513 | 1691857.8593 | 23756.492 | 199626.9563 | 1082258.5156 | -882631.5593 |
Total P&L (%) | 1715.6144 | 1691.8579 | 23.7565 | 199.627 | 1082.2585 | -882.6316 |
Avg Daily Profit (%) | 0.9249 | 0.9121 | 0.0128 | 0.0592 | 0.1332 | 0 |
Buy And Hold Return (%) | 53.6552 | 53.6552 | 53.6552 | 53.6552 | 53.6552 | 53.6552 |
Max Trade Drawdown | -117841 | -105549 | -50878 | -1366565 | -1167267 | -608981 |
Profit Factor | 3.669 | 5.3606 | 1.0932 | 1.0325 | 1.3256 | 0.6871 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 41.9753 | 34.1463 | 50 | 41.9753 | 34.1463 | 50 |
Ratio Avg Win / Avg Loss | 5.0719 | 10.3383 | 1.0932 | 1.4273 | 2.5565 | 0.6871 |
Largest Winning Trade | 1566192 | 1566192 | 56300 | 1566192 | 1566192 | 439995 |
Largest Losing Trade | -54686 | -49203 | -54686 | -911186 | -451196 | -911186 |
Avg Bars in Trades | 43 | 54 | 33 | 43 | 54 | 33 |
Avg Bars in Winners | 56 | 70 | 45 | 56 | 70 | 45 |
Avg Bars in Losers | 34 | 45 | 20 | 34 | 45 | 20 |
Bars Traded | 3541 | 2214 | 1327 | 3541 | 2214 | 1327 |
Profit Streak | 0 | 0 | 77.8696 | 0 | 0 | 77.8696 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 25018 | 546950 | -458891 | -320568 | -19510 | -580192 |
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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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