Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1703140.5603 | 1540749.6813 | 162390.879 | 6099246.4929 | 189438.3227 | 5909808.1702 |
Total P&L (%) | 1703.1406 | 1540.7497 | 162.3909 | 6099.2465 | 189.4383 | 5909.8082 |
Avg Daily Profit (%) | 0.9218 | 0.8339 | 0.0879 | 0.2236 | 0.0575 | 0.2219 |
Buy And Hold Return (%) | 30.6997 | 30.6997 | 30.6997 | 30.6997 | 30.6997 | 30.6997 |
Max Trade Drawdown | -85253 | -110862 | -31423 | -4959864 | -6174519 | -2674285 |
Profit Factor | 4.7689 | 6.7388 | 1.8854 | 1.2472 | 1.0125 | 1.6176 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 41.9753 | 36.5854 | 47.5 | 41.9753 | 36.5854 | 47.5 |
Ratio Avg Win / Avg Loss | 6.5923 | 11.6805 | 2.0838 | 1.7241 | 1.7551 | 1.7879 |
Largest Winning Trade | 1349245 | 1349245 | 63406 | 2876950 | 2876950 | 2746905 |
Largest Losing Trade | -29746 | -29746 | -27149 | -2674285 | -1813137 | -2674285 |
Avg Bars in Trades | 127 | 96 | 160 | 127 | 96 | 160 |
Avg Bars in Winners | 206 | 158 | 244 | 206 | 158 | 244 |
Avg Bars in Losers | 70 | 59 | 84 | 70 | 59 | 84 |
Bars Traded | 10350 | 3939 | 6411 | 10350 | 3939 | 6411 |
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 | 53958 | 595533 | -74124 | -10286 | -327443 | 372362 |
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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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