Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1335747.5518 | 1194384.143 | 141363.4088 | 4143059.2459 | 1109158.7096 | 3033900.5363 |
Total P&L (%) | 1335.7476 | 1194.3841 | 141.3634 | 4143.0592 | 1109.1587 | 3033.9005 |
Avg Daily Profit (%) | 0.7183 | 0.6423 | 0.076 | 0.2017 | 0.1341 | 0.1854 |
Buy And Hold Return (%) | 66.4106 | 66.4106 | 66.4106 | 66.4106 | 66.4106 | 66.4106 |
Max Trade Drawdown | -59719 | -52254 | -49783 | -3571339 | -2133987 | -1904880 |
Profit Factor | 3.922 | 7.2517 | 1.5313 | 1.3129 | 1.1802 | 1.4281 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 39.6694 | 36.0656 | 43.3333 | 39.6694 | 36.0656 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.9647 | 12.8554 | 2.0024 | 1.9967 | 2.0922 | 1.8675 |
Largest Winning Trade | 1021573 | 1021573 | 66282 | 2812840 | 2186244 | 2812840 |
Largest Losing Trade | -23450 | -12933 | -23450 | -1523014 | -663949 | -1523014 |
Avg Bars in Trades | 87 | 55 | 121 | 87 | 55 | 121 |
Avg Bars in Winners | 165 | 107 | 215 | 165 | 107 | 215 |
Avg Bars in Losers | 36 | 25 | 49 | 36 | 25 | 49 |
Bars Traded | 10645 | 3375 | 7270 | 10645 | 3375 | 7270 |
Profit Streak | 0 | 0 | 56.2842 | 0 | 0 | 56.2842 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 567917 | -147031 | -265248 | 202678 | -202093 | -160481 |
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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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