Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1956931.6353 | 1977515.0122 | -20583.3769 | 168902.3323 | 120705.5547 | 48196.7776 |
Total P&L (%) | 1956.9316 | 1977.515 | -20.5834 | 168.9023 | 120.7056 | 48.1968 |
Avg Daily Profit (%) | 0.8631 | 0.8722 | -0.0091 | 0.0436 | 0.0349 | 0.0174 |
Buy And Hold Return (%) | 395.1557 | 395.1557 | 395.1557 | 395.1557 | 395.1557 | 395.1557 |
Max Trade Drawdown | -171050 | -141895 | -98275 | -1450612 | -1055726 | -657019 |
Profit Factor | 3.5894 | 5.3342 | 0.9313 | 1.0519 | 1.0599 | 1.0389 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 52 | 19 | 33 | 52 | 19 | 33 |
Losing Trades | 62 | 38 | 24 | 62 | 38 | 24 |
Profitability (%) | 45.614 | 33.3333 | 57.8947 | 45.614 | 33.3333 | 57.8947 |
Ratio Avg Win / Avg Loss | 4.2797 | 10.6684 | 0.6773 | 1.2542 | 2.1198 | 0.7556 |
Largest Winning Trade | 1764549 | 1764549 | 41413 | 1159643 | 1159643 | 295965 |
Largest Losing Trade | -47191 | -34200 | -47191 | -550986 | -458946 | -550986 |
Avg Bars in Trades | 58 | 90 | 25 | 58 | 90 | 25 |
Avg Bars in Winners | 80 | 170 | 29 | 80 | 170 | 29 |
Avg Bars in Losers | 38 | 51 | 19 | 38 | 51 | 19 |
Bars Traded | 6617 | 5182 | 1435 | 6617 | 5182 | 1435 |
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 | 619297 | -166876 | -759532 | -465218 | -652347 | -693586 |
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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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