Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1644461.1165 | 1533553.7748 | 110907.3418 | 2204571.505 | 481773.065 | 1722798.44 |
Total P&L (%) | 1644.4611 | 1533.5538 | 110.9073 | 2204.5715 | 481.7731 | 1722.7984 |
Avg Daily Profit (%) | 0.8868 | 0.827 | 0.0598 | 0.1693 | 0.095 | 0.1567 |
Buy And Hold Return (%) | 57.953 | 57.953 | 57.953 | 57.953 | 57.953 | 57.953 |
Max Trade Drawdown | -84417 | -106398 | -45399 | -3219398 | -3677411 | -1649619 |
Profit Factor | 4.4892 | 6.9509 | 1.5192 | 1.1798 | 1.0684 | 1.3303 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 44.6429 | 39.2857 | 50 | 44.6429 | 39.2857 | 50 |
Ratio Avg Win / Avg Loss | 5.5666 | 10.7423 | 1.5192 | 1.463 | 1.6512 | 1.3303 |
Largest Winning Trade | 1399049 | 1399049 | 62914 | 2837217 | 2837217 | 1101522 |
Largest Losing Trade | -45399 | -21698 | -45399 | -1649619 | -906454 | -1649619 |
Avg Bars in Trades | 47 | 41 | 52 | 47 | 41 | 52 |
Avg Bars in Winners | 70 | 64 | 75 | 70 | 64 | 75 |
Avg Bars in Losers | 27 | 27 | 28 | 27 | 27 | 28 |
Bars Traded | 5266 | 2347 | 2919 | 5266 | 2347 | 2919 |
Profit Streak | 0 | 0 | 57.7062 | 0 | 0 | 57.7062 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 679533 | -162504 | -297483 | -16715 | -394521 | -171557 |
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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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