Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2022954.7571 | 1987335.901 | 35618.8561 | 616316.1539 | 8071296.0458 | -7454979.8919 |
Total P&L (%) | 2022.9548 | 1987.3359 | 35.6189 | 616.3162 | 8071.296 | -7454.9799 |
Avg Daily Profit (%) | 1.1237 | 1.1039 | 0.0198 | 0.1094 | 0.2449 | 0 |
Buy And Hold Return (%) | 156.1132 | 156.1132 | 156.1132 | 156.1132 | 156.1132 | 156.1132 |
Max Trade Drawdown | -152695 | -168449 | -95815 | -14127048 | -5857645 | -9630912 |
Profit Factor | 4.126 | 6.8874 | 1.1151 | 1.0277 | 1.8981 | 0.4383 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 45.2381 | 35.7143 | 54.7619 | 45.2381 | 35.7143 | 54.7619 |
Ratio Avg Win / Avg Loss | 4.9946 | 12.3973 | 0.9211 | 1.244 | 3.4166 | 0.362 |
Largest Winning Trade | 1222221 | 1222221 | 57139 | 13077138 | 13077138 | 1018849 |
Largest Losing Trade | -74071 | -33068 | -74071 | -9019234 | -2581418 | -9019234 |
Avg Bars in Trades | 82 | 80 | 83 | 82 | 80 | 83 |
Avg Bars in Winners | 121 | 132 | 114 | 121 | 132 | 114 |
Avg Bars in Losers | 49 | 51 | 47 | 49 | 51 | 47 |
Bars Traded | 6905 | 3383 | 3523 | 6905 | 3383 | 3523 |
Profit Streak | 0 | 0 | 39.7771 | 0 | 0 | 39.7771 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 683049 | 592049 | -426630 | -240446 | 234457 | -579569 |
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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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