Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1311822.4094 | 1218428.2961 | 93394.1132 | 1202699.8922 | 783646.6347 | 419053.2575 |
Total P&L (%) | 1311.8224 | 1218.4283 | 93.3941 | 1202.6999 | 783.6466 | 419.0533 |
Avg Daily Profit (%) | 0.7086 | 0.6582 | 0.0504 | 0.1388 | 0.1178 | 0.089 |
Buy And Hold Return (%) | 52.6128 | 52.6128 | 52.6128 | 52.6128 | 52.6128 | 52.6128 |
Max Trade Drawdown | -121666 | -71500 | -113043 | -1464193 | -1319889 | -908319 |
Profit Factor | 2.9763 | 4.8444 | 1.2693 | 1.2093 | 1.2694 | 1.1477 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 41.6058 | 39.1304 | 44.1176 | 41.6058 | 39.1304 | 44.1176 |
Ratio Avg Win / Avg Loss | 4.1773 | 7.5358 | 1.6077 | 1.6973 | 1.9747 | 1.4538 |
Largest Winning Trade | 1144340 | 1144340 | 50841 | 1206594 | 1206594 | 476429 |
Largest Losing Trade | -37874 | -24203 | -37874 | -496932 | -386074 | -496932 |
Avg Bars in Trades | 158 | 141 | 174 | 158 | 141 | 174 |
Avg Bars in Winners | 267 | 257 | 275 | 267 | 257 | 275 |
Avg Bars in Losers | 80 | 67 | 95 | 80 | 67 | 95 |
Bars Traded | 21679 | 9786 | 11893 | 21679 | 9786 | 11893 |
Profit Streak | 0 | 0 | 41.5424 | 0 | 0 | 41.5424 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546034 | -86550 | -244117 | -9635 | -140543 | -243365 |
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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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