Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861279.9109 | 731818.3684 | 129461.5425 | 4275876.2828 | 3179372.7103 | 1096503.5726 |
Total P&L (%) | 861.2799 | 731.8184 | 129.4615 | 4275.8763 | 3179.3727 | 1096.5036 |
Avg Daily Profit (%) | 0.4734 | 0.4022 | 0.0712 | 0.2079 | 0.192 | 0.1365 |
Buy And Hold Return (%) | 161.3039 | 161.3039 | 161.3039 | 161.3039 | 161.3039 | 161.3039 |
Max Trade Drawdown | -73793 | -86993 | -36606 | -5138474 | -5953123 | -1948314 |
Profit Factor | 3.2915 | 4.2452 | 1.8611 | 1.2694 | 1.3327 | 1.1736 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 34.7826 | 26.087 | 43.4783 | 34.7826 | 26.087 | 43.4783 |
Ratio Avg Win / Avg Loss | 6.1716 | 12.0279 | 2.4194 | 2.3802 | 3.776 | 1.5257 |
Largest Winning Trade | 316445 | 316445 | 49496 | 4831954 | 4831954 | 2594404 |
Largest Losing Trade | -33115 | -30096 | -33115 | -1191463 | -903382 | -1191463 |
Avg Bars in Trades | 56 | 56 | 56 | 56 | 56 | 56 |
Avg Bars in Winners | 127 | 158 | 107 | 127 | 158 | 107 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 5226 | 2616 | 2610 | 5226 | 2616 | 2610 |
Profit Streak | 0 | 49.1972 | 0 | 0 | 49.1972 | 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 | 355957 | -9124 | -262635 | 123875 | -15022 | -41371 |
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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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