Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1591016.7086 | 1457608.2862 | 133408.4224 | 3649589.1614 | 119617.6156 | 3529971.5458 |
Total P&L (%) | 1591.0167 | 1457.6083 | 133.4084 | 3649.5892 | 119.6176 | 3529.9715 |
Avg Daily Profit (%) | 0.8614 | 0.7891 | 0.0722 | 0.1964 | 0.0426 | 0.1946 |
Buy And Hold Return (%) | 14.883 | 14.883 | 14.883 | 14.883 | 14.883 | 14.883 |
Max Trade Drawdown | -81435 | -65456 | -69750 | -5548541 | -4095014 | -3116617 |
Profit Factor | 4.2017 | 6.9466 | 1.5298 | 1.1991 | 1.0127 | 1.3977 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 33.0097 | 28.8462 | 37.2549 | 33.0097 | 28.8462 | 37.2549 |
Ratio Avg Win / Avg Loss | 8.5271 | 17.135 | 2.5765 | 2.4335 | 2.4979 | 2.354 |
Largest Winning Trade | 1280552 | 1280552 | 63761 | 3181197 | 2911221 | 3181197 |
Largest Losing Trade | -28069 | -17958 | -28069 | -2568636 | -915515 | -2568636 |
Avg Bars in Trades | 208 | 174 | 242 | 208 | 174 | 242 |
Avg Bars in Winners | 482 | 427 | 525 | 482 | 427 | 525 |
Avg Bars in Losers | 73 | 71 | 75 | 73 | 71 | 75 |
Bars Traded | 21440 | 9049 | 12391 | 21440 | 9049 | 12391 |
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 | 507440 | -171594 | -278916 | 45833 | -534696 | -175227 |
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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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