Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1723669.4468 | 1649063.4052 | 74606.0416 | 3809757.9505 | 1333176.4611 | 2476581.4894 |
Total P&L (%) | 1723.6694 | 1649.0634 | 74.606 | 3809.758 | 1333.1765 | 2476.5815 |
Avg Daily Profit (%) | 0.9205 | 0.8807 | 0.0398 | 0.196 | 0.1423 | 0.1737 |
Buy And Hold Return (%) | 516.3811 | 516.3811 | 516.3811 | 516.3811 | 516.3811 | 516.3811 |
Max Trade Drawdown | -120797 | -77330 | -58637 | -9849112 | -6761658 | -4892111 |
Profit Factor | 4.027 | 6.5976 | 1.2715 | 1.1665 | 1.1044 | 1.245 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 30.1205 | 23.8095 | 36.5854 | 30.1205 | 23.8095 | 36.5854 |
Ratio Avg Win / Avg Loss | 9.3427 | 21.1124 | 2.2039 | 2.7063 | 3.534 | 2.158 |
Largest Winning Trade | 1068936 | 1068936 | 58162 | 7122510 | 7122510 | 4469747 |
Largest Losing Trade | -45378 | -30380 | -45378 | -1971709 | -1560040 | -1971709 |
Avg Bars in Trades | 42 | 34 | 51 | 42 | 34 | 51 |
Avg Bars in Winners | 103 | 100 | 105 | 103 | 100 | 105 |
Avg Bars in Losers | 16 | 14 | 19 | 16 | 14 | 19 |
Bars Traded | 3552 | 1452 | 2100 | 3552 | 1452 | 2100 |
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 | 307182 | -16193 | -309620 | -37264 | -145770 | 71131 |
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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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