Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1977488.5488 | 1873376.0405 | 104112.5083 | 1552494.4708 | -2020856.8659 | 3573351.3367 |
Total P&L (%) | 1977.4885 | 1873.376 | 104.1125 | 1552.4945 | -2020.8569 | 3573.3513 |
Avg Daily Profit (%) | 1.0651 | 1.009 | 0.0561 | 0.1512 | 0 | 0.1943 |
Buy And Hold Return (%) | 17.5878 | 17.5878 | 17.5878 | 17.5878 | 17.5878 | 17.5878 |
Max Trade Drawdown | -116034 | -102798 | -52071 | -5333022 | -5837845 | -2181611 |
Profit Factor | 4.8964 | 7.1451 | 1.5137 | 1.0837 | 0.8225 | 1.4993 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 32 | 11 | 21 | 32 | 11 | 21 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 33.3333 | 22.9167 | 43.75 | 33.3333 | 22.9167 | 43.75 |
Ratio Avg Win / Avg Loss | 9.7928 | 24.0336 | 1.9462 | 2.1675 | 2.7665 | 1.9277 |
Largest Winning Trade | 1751249 | 1751249 | 59775 | 3003720 | 3003720 | 2613438 |
Largest Losing Trade | -22859 | -20068 | -22859 | -1005512 | -1005512 | -848275 |
Avg Bars in Trades | 225 | 243 | 207 | 225 | 243 | 207 |
Avg Bars in Winners | 420 | 589 | 332 | 420 | 589 | 332 |
Avg Bars in Losers | 127 | 140 | 111 | 127 | 140 | 111 |
Bars Traded | 21648 | 11666 | 9982 | 21648 | 11666 | 9982 |
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 | 536021 | -17310 | -118596 | -125913 | -617186 | 290157 |
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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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