Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2186608.5421 | 2097791.8618 | 88816.6803 | 3107476.9061 | 2494589.5593 | 612887.3468 |
Total P&L (%) | 2186.6085 | 2097.7919 | 88.8167 | 3107.4769 | 2494.5896 | 612.8873 |
Avg Daily Profit (%) | 1.1709 | 1.1233 | 0.0476 | 0.1859 | 0.1745 | 0.1052 |
Buy And Hold Return (%) | 478.6198 | 478.6198 | 478.6198 | 478.6198 | 478.6198 | 478.6198 |
Max Trade Drawdown | -93419 | -70148 | -150707 | -3643417 | -2573040 | -4036853 |
Profit Factor | 4.901 | 9.9728 | 1.2718 | 1.2188 | 1.4334 | 1.0726 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 47.5 | 47.5 | 47.5 | 47.5 | 47.5 | 47.5 |
Ratio Avg Win / Avg Loss | 5.4169 | 11.0225 | 1.4057 | 1.3471 | 1.5843 | 1.1855 |
Largest Winning Trade | 1697333 | 1697333 | 47984 | 3166456 | 3166456 | 2083601 |
Largest Losing Trade | -76221 | -33166 | -76221 | -1626974 | -1167228 | -1626974 |
Avg Bars in Trades | 44 | 36 | 51 | 44 | 36 | 51 |
Avg Bars in Winners | 66 | 56 | 77 | 66 | 56 | 77 |
Avg Bars in Losers | 23 | 18 | 28 | 23 | 18 | 28 |
Bars Traded | 3526 | 1459 | 2067 | 3526 | 1459 | 2067 |
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 | -5256 | 689366 | -296204 | -17583 | 276984 | -272208 |
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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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