Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1173365.4068 | 1050312.0083 | 123053.3985 | 4746876.0648 | 1075724.2408 | 3671151.824 |
Total P&L (%) | 1173.3654 | 1050.312 | 123.0534 | 4746.8761 | 1075.7242 | 3671.1518 |
Avg Daily Profit (%) | 0.4678 | 0.4188 | 0.0491 | 0.1549 | 0.0983 | 0.1448 |
Buy And Hold Return (%) | 325.0139 | 325.0139 | 325.0139 | 325.0139 | 325.0139 | 325.0139 |
Max Trade Drawdown | -76272 | -81983 | -71755 | -7218144 | -6433502 | -5216803 |
Profit Factor | 4.0569 | 7.046 | 1.5856 | 1.2465 | 1.1033 | 1.4153 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 47.561 | 36.5854 | 58.5366 | 47.561 | 36.5854 | 58.5366 |
Ratio Avg Win / Avg Loss | 4.473 | 12.213 | 1.1232 | 1.3744 | 1.9124 | 1.0025 |
Largest Winning Trade | 707108 | 707108 | 59760 | 4141597 | 4141597 | 3432317 |
Largest Losing Trade | -55328 | -20471 | -55328 | -4293858 | -2045582 | -4293858 |
Avg Bars in Trades | 57 | 59 | 54 | 57 | 59 | 54 |
Avg Bars in Winners | 73 | 70 | 75 | 73 | 70 | 75 |
Avg Bars in Losers | 42 | 53 | 25 | 42 | 53 | 25 |
Bars Traded | 4683 | 2453 | 2230 | 4683 | 2453 | 2230 |
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 | 184883 | 372588 | -290193 | -2316 | -175105 | 95793 |
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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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