Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1953365.8874 | 1984966.8573 | -31600.9699 | 122000.7837 | 7870.5387 | 114130.245 |
Total P&L (%) | 1953.3659 | 1984.9669 | -31.601 | 122.0008 | 7.8705 | 114.1302 |
Avg Daily Profit (%) | 0.8788 | 0.8931 | -0.0142 | 0.0359 | 0.0034 | 0.0343 |
Buy And Hold Return (%) | 327.2771 | 327.2771 | 327.2771 | 327.2771 | 327.2771 | 327.2771 |
Max Trade Drawdown | -130193 | -114504 | -144035 | -693446 | -676479 | -272094 |
Profit Factor | 3.6983 | 6.3604 | 0.9106 | 1.0633 | 1.0064 | 1.1646 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 46.4286 | 50 | 42.8571 | 46.4286 | 50 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.2673 | 6.3604 | 1.2142 | 1.2268 | 1.0064 | 1.5528 |
Largest Winning Trade | 1907285 | 1907285 | 42082 | 513262 | 513262 | 220166 |
Largest Losing Trade | -55951 | -55951 | -50965 | -292054 | -292054 | -163424 |
Avg Bars in Trades | 76 | 105 | 46 | 76 | 105 | 46 |
Avg Bars in Winners | 86 | 110 | 58 | 86 | 110 | 58 |
Avg Bars in Losers | 67 | 101 | 37 | 67 | 101 | 37 |
Bars Traded | 6392 | 4442 | 1950 | 6392 | 4442 | 1950 |
Profit Streak | 0 | 50.0074 | 0 | 0 | 50.0074 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 656019 | 783354 | -581845 | -462833 | -566947 | -353973 |
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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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