Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1309660.3324 | 1211533.7645 | 98126.5679 | 3261047.0654 | 485102.155 | 2775944.9103 |
Total P&L (%) | 1309.6603 | 1211.5338 | 98.1266 | 3261.0471 | 485.1022 | 2775.9449 |
Avg Daily Profit (%) | 0.6938 | 0.6418 | 0.052 | 0.1864 | 0.0936 | 0.1781 |
Buy And Hold Return (%) | 376.7602 | 376.7602 | 376.7602 | 376.7602 | 376.7602 | 376.7602 |
Max Trade Drawdown | -74178 | -71089 | -51722 | -4989824 | -4654174 | -2738264 |
Profit Factor | 4.0807 | 6.0353 | 1.5318 | 1.1679 | 1.0419 | 1.3545 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 46.7532 | 46.1538 | 47.3684 | 46.7532 | 46.1538 | 47.3684 |
Ratio Avg Win / Avg Loss | 4.6475 | 7.0412 | 1.702 | 1.3301 | 1.2155 | 1.505 |
Largest Winning Trade | 926068 | 926068 | 57584 | 3659516 | 3659516 | 1673878 |
Largest Losing Trade | -24756 | -23849 | -24756 | -1556486 | -1556486 | -1434606 |
Avg Bars in Trades | 70 | 60 | 81 | 70 | 60 | 81 |
Avg Bars in Winners | 99 | 93 | 106 | 99 | 93 | 106 |
Avg Bars in Losers | 45 | 32 | 58 | 45 | 32 | 58 |
Bars Traded | 5457 | 2376 | 3081 | 5457 | 2376 | 3081 |
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 | -30849 | 574116 | -287672 | -75436 | -320239 | 301255 |
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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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