Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1334950.0865 | 1234761.3197 | 100188.7668 | 5779779.798 | 2782209.898 | 2997569.9001 |
Total P&L (%) | 1334.9501 | 1234.7613 | 100.1888 | 5779.7798 | 2782.2099 | 2997.5699 |
Avg Daily Profit (%) | 0.5341 | 0.494 | 0.0401 | 0.1631 | 0.1346 | 0.1374 |
Buy And Hold Return (%) | 443.5136 | 443.5136 | 443.5136 | 443.5136 | 443.5136 | 443.5136 |
Max Trade Drawdown | -79787 | -53800 | -76150 | -6878261 | -5496929 | -4035038 |
Profit Factor | 3.5121 | 5.8413 | 1.3625 | 1.2204 | 1.1794 | 1.2798 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 37.8049 | 34.1463 | 41.4634 | 37.8049 | 34.1463 | 41.4634 |
Ratio Avg Win / Avg Loss | 5.778 | 11.2654 | 1.9236 | 2.0078 | 2.2746 | 1.8068 |
Largest Winning Trade | 800662 | 800662 | 59651 | 5080704 | 5080704 | 2996415 |
Largest Losing Trade | -42848 | -24303 | -42848 | -2076352 | -2076352 | -2036364 |
Avg Bars in Trades | 179 | 165 | 194 | 179 | 165 | 194 |
Avg Bars in Winners | 326 | 342 | 312 | 326 | 342 | 312 |
Avg Bars in Losers | 90 | 73 | 110 | 90 | 73 | 110 |
Bars Traded | 14750 | 6776 | 7975 | 14750 | 6776 | 7975 |
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 | 35077 | 343065 | -306849 | -5088 | -41656 | -11508 |
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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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