Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1496655.6565 | 1368585.1556 | 128070.5009 | 3024152.9328 | -616837.9284 | 3640990.8611 |
Total P&L (%) | 1496.6557 | 1368.5852 | 128.0705 | 3024.1529 | -616.8379 | 3640.9909 |
Avg Daily Profit (%) | 0.81 | 0.7407 | 0.0693 | 0.1864 | 0 | 0.1962 |
Buy And Hold Return (%) | 11.5865 | 11.5865 | 11.5865 | 11.5865 | 11.5865 | 11.5865 |
Max Trade Drawdown | -79093 | -91966 | -58222 | -4908672 | -5344697 | -1319984 |
Profit Factor | 3.5905 | 5.6956 | 1.4473 | 1.1481 | 0.9459 | 1.4032 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 33.0827 | 28.3582 | 37.8788 | 33.0827 | 28.3582 | 37.8788 |
Ratio Avg Win / Avg Loss | 7.2625 | 14.3889 | 2.3736 | 2.3223 | 2.3895 | 2.3013 |
Largest Winning Trade | 1210710 | 1210710 | 64805 | 3338599 | 3338599 | 1731693 |
Largest Losing Trade | -33153 | -20057 | -33153 | -1222056 | -1113459 | -1222056 |
Avg Bars in Trades | 80 | 71 | 90 | 80 | 71 | 90 |
Avg Bars in Winners | 171 | 170 | 171 | 171 | 170 | 171 |
Avg Bars in Losers | 36 | 31 | 41 | 36 | 31 | 41 |
Bars Traded | 10762 | 4766 | 5996 | 10762 | 4766 | 5996 |
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 | 493537 | -111007 | -227462 | -54829 | -709972 | -119340 |
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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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