Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2080033.164 | 2031641.4287 | 48391.7353 | 1665560.7966 | 1674057.7073 | -8496.9107 |
Total P&L (%) | 2080.0332 | 2031.6414 | 48.3917 | 1665.5608 | 1674.0577 | -8.4969 |
Avg Daily Profit (%) | 1.1079 | 1.0821 | 0.0258 | 0.153 | 0.1533 | -0.0047 |
Buy And Hold Return (%) | 519.6795 | 519.6795 | 519.6795 | 519.6795 | 519.6795 | 519.6795 |
Max Trade Drawdown | -102183 | -147110 | -92886 | -4215072 | -4100315 | -2317075 |
Profit Factor | 4.1269 | 6.3619 | 1.169 | 1.1138 | 1.1971 | 0.9986 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 41.2371 | 38.7755 | 43.75 | 41.2371 | 38.7755 | 43.75 |
Ratio Avg Win / Avg Loss | 5.8809 | 10.0452 | 1.503 | 1.5872 | 1.8902 | 1.2839 |
Largest Winning Trade | 1579558 | 1579558 | 49090 | 4416504 | 4416504 | 855720 |
Largest Losing Trade | -39215 | -33968 | -39215 | -1531358 | -1058425 | -1531358 |
Avg Bars in Trades | 113 | 106 | 120 | 113 | 106 | 120 |
Avg Bars in Winners | 163 | 156 | 170 | 163 | 156 | 170 |
Avg Bars in Losers | 77 | 74 | 81 | 77 | 74 | 81 |
Bars Traded | 10974 | 5198 | 5776 | 10974 | 5198 | 5776 |
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 | 547869 | 553232 | -360046 | -92667 | -2114 | -581453 |
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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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