Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1868828.8998 | 1842611.6449 | 26217.2549 | 469684.7441 | 2684011.1137 | -2214326.3696 |
Total P&L (%) | 1868.8289 | 1842.6116 | 26.2173 | 469.6847 | 2684.0111 | -2214.3264 |
Avg Daily Profit (%) | 0.8242 | 0.8127 | 0.0116 | 0.0768 | 0.1468 | 0 |
Buy And Hold Return (%) | 211.7647 | 211.7647 | 211.7647 | 211.7647 | 211.7647 | 211.7647 |
Max Trade Drawdown | -119668 | -113912 | -135785 | -3540896 | -1724992 | -2538862 |
Profit Factor | 3.2118 | 5.7347 | 1.0575 | 1.0396 | 1.5228 | 0.671 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 46.1538 | 40 | 52.3077 | 46.1538 | 40 | 52.3077 |
Ratio Avg Win / Avg Loss | 3.7471 | 8.6021 | 0.9642 | 1.2129 | 2.2842 | 0.6118 |
Largest Winning Trade | 1638223 | 1638223 | 50054 | 3538236 | 3538236 | 974849 |
Largest Losing Trade | -57479 | -42521 | -57479 | -1196491 | -742786 | -1196491 |
Avg Bars in Trades | 51 | 46 | 56 | 51 | 46 | 56 |
Avg Bars in Winners | 75 | 73 | 77 | 75 | 73 | 77 |
Avg Bars in Losers | 30 | 28 | 34 | 30 | 28 | 34 |
Bars Traded | 6688 | 3008 | 3680 | 6688 | 3008 | 3680 |
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 | 654288 | -114336 | -633464 | -274015 | -129918 | -712159 |
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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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