Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1533485.1795 | 1397480.3799 | 136004.7996 | 3500230.0124 | -399005.1441 | 3899235.1565 |
Total P&L (%) | 1533.4852 | 1397.4804 | 136.0048 | 3500.23 | -399.0051 | 3899.2352 |
Avg Daily Profit (%) | 0.8298 | 0.7562 | 0.0736 | 0.1941 | 0 | 0.1998 |
Buy And Hold Return (%) | 79.9242 | 79.9242 | 79.9242 | 79.9242 | 79.9242 | 79.9242 |
Max Trade Drawdown | -88104 | -55159 | -85765 | -3293524 | -2833590 | -1525156 |
Profit Factor | 3.7551 | 5.6794 | 1.5272 | 1.2884 | 0.9442 | 1.7821 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 112 | 62 | 50 | 112 | 62 | 50 |
Profitability (%) | 29.5597 | 22.5 | 36.7089 | 29.5597 | 22.5 | 36.7089 |
Ratio Avg Win / Avg Loss | 8.9483 | 19.5625 | 2.6332 | 3.0702 | 3.2523 | 3.0725 |
Largest Winning Trade | 1244287 | 1244287 | 61588 | 1886835 | 1886835 | 1394344 |
Largest Losing Trade | -17013 | -16219 | -17013 | -989869 | -989869 | -651780 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 60 | 62 | 58 | 60 | 62 | 58 |
Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
Bars Traded | 3589 | 1541 | 2048 | 3589 | 1541 | 2048 |
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 | 412796 | -38928 | -132821 | 18145 | -638013 | -20433 |
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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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