Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1435725.935 | 1417217.654 | 18508.281 | 1151383.1821 | 1022655.9158 | 128727.2663 |
Total P&L (%) | 1435.7259 | 1417.2177 | 18.5083 | 1151.3832 | 1022.6559 | 128.7273 |
Avg Daily Profit (%) | 0.7673 | 0.7574 | 0.0099 | 0.1351 | 0.1293 | 0.0442 |
Buy And Hold Return (%) | 434.8948 | 434.8948 | 434.8948 | 434.8948 | 434.8948 | 434.8948 |
Max Trade Drawdown | -118753 | -107971 | -80683 | -5626126 | -4196622 | -2335647 |
Profit Factor | 3.8151 | 6.5787 | 1.0723 | 1.0743 | 1.1239 | 1.0178 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 42.6829 | 46.3415 | 39.0244 | 42.6829 | 46.3415 | 39.0244 |
Ratio Avg Win / Avg Loss | 5.1232 | 7.6174 | 1.6755 | 1.4426 | 1.3013 | 1.5903 |
Largest Winning Trade | 1173774 | 1173774 | 63829 | 2918350 | 2918350 | 2679544 |
Largest Losing Trade | -40321 | -40321 | -37257 | -1592968 | -1592968 | -903797 |
Avg Bars in Trades | 85 | 78 | 93 | 85 | 78 | 93 |
Avg Bars in Winners | 143 | 111 | 182 | 143 | 111 | 182 |
Avg Bars in Losers | 42 | 49 | 36 | 42 | 49 | 36 |
Bars Traded | 7040 | 3207 | 3833 | 7040 | 3207 | 3833 |
Profit Streak | 0 | 0 | 49.7674 | 0 | 0 | 49.7674 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 192447 | 614220 | -488941 | -166092 | -110188 | -503157 |
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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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