Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1502099.7247 | 1453640.1723 | 48459.5525 | 494739.3449 | 324871.7471 | 169867.5979 |
Total P&L (%) | 1502.0997 | 1453.6402 | 48.4596 | 494.7393 | 324.8717 | 169.8676 |
Avg Daily Profit (%) | 0.8066 | 0.7806 | 0.026 | 0.0958 | 0.0777 | 0.0533 |
Buy And Hold Return (%) | 50.8257 | 50.8257 | 50.8257 | 50.8257 | 50.8257 | 50.8257 |
Max Trade Drawdown | -119935 | -90167 | -70255 | -1324575 | -1115469 | -695712 |
Profit Factor | 3.2266 | 5.3568 | 1.1421 | 1.0824 | 1.109 | 1.0562 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 31.3725 | 27.451 | 35.2941 | 31.3725 | 27.451 | 35.2941 |
Ratio Avg Win / Avg Loss | 7.0581 | 14.1572 | 2.0939 | 2.3678 | 2.931 | 1.9363 |
Largest Winning Trade | 1394222 | 1394222 | 63071 | 947904 | 947904 | 688993 |
Largest Losing Trade | -28690 | -20401 | -28690 | -312972 | -312972 | -263922 |
Avg Bars in Trades | 216 | 194 | 238 | 216 | 194 | 238 |
Avg Bars in Winners | 456 | 474 | 443 | 456 | 474 | 443 |
Avg Bars in Losers | 106 | 89 | 126 | 106 | 89 | 126 |
Bars Traded | 22081 | 9943 | 12138 | 22081 | 9943 | 12138 |
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 | 445191 | -178288 | -572746 | -200814 | -388410 | -467900 |
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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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