Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1897954.0775 | 1882956.8053 | 14997.2722 | 992200.2576 | 69717.4486 | 922482.8091 |
Total P&L (%) | 1897.9541 | 1882.9568 | 14.9973 | 992.2003 | 69.7174 | 922.4828 |
Avg Daily Profit (%) | 1.0165 | 1.0085 | 0.008 | 0.1281 | 0.0283 | 0.1246 |
Buy And Hold Return (%) | 311.4325 | 311.4325 | 311.4325 | 311.4325 | 311.4325 | 311.4325 |
Max Trade Drawdown | -149354 | -94196 | -97020 | -3340554 | -2769411 | -1697852 |
Profit Factor | 3.5168 | 5.6478 | 1.043 | 1.0761 | 1.0094 | 1.1647 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 29.661 | 22.0339 | 37.2881 | 29.661 | 22.0339 | 37.2881 |
Ratio Avg Win / Avg Loss | 8.3399 | 19.9845 | 1.7541 | 2.552 | 3.5717 | 1.9588 |
Largest Winning Trade | 1384159 | 1384159 | 58317 | 2032101 | 2032101 | 984502 |
Largest Losing Trade | -37265 | -20109 | -37265 | -626049 | -492381 | -626049 |
Avg Bars in Trades | 93 | 78 | 108 | 93 | 78 | 108 |
Avg Bars in Winners | 209 | 193 | 218 | 209 | 193 | 218 |
Avg Bars in Losers | 45 | 46 | 43 | 45 | 46 | 43 |
Bars Traded | 11068 | 4655 | 6413 | 11068 | 4655 | 6413 |
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 | 377956 | -198864 | -701920 | -169139 | -749749 | -249573 |
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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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