Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1889814.3795 | 1769816.0697 | 119998.3098 | 2085187.3294 | -1361286.4075 | 3446473.737 |
Total P&L (%) | 1889.8144 | 1769.8161 | 119.9983 | 2085.1873 | -1361.2864 | 3446.4737 |
Avg Daily Profit (%) | 1.0228 | 0.9578 | 0.0649 | 0.1671 | 0 | 0.1933 |
Buy And Hold Return (%) | 79.342 | 79.342 | 79.342 | 79.342 | 79.342 | 79.342 |
Max Trade Drawdown | -140784 | -117150 | -56764 | -5268870 | -4840477 | -2098189 |
Profit Factor | 5.4816 | 8.186 | 1.6842 | 1.1467 | 0.8406 | 1.6075 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 32.7731 | 28.3333 | 37.2881 | 32.7731 | 28.3333 | 37.2881 |
Ratio Avg Win / Avg Loss | 11.2444 | 20.7057 | 2.8325 | 2.3522 | 2.1263 | 2.7036 |
Largest Winning Trade | 1711688 | 1711688 | 51164 | 2300706 | 2192240 | 2300706 |
Largest Losing Trade | -29542 | -29542 | -24185 | -1285101 | -1285101 | -734203 |
Avg Bars in Trades | 58 | 48 | 68 | 58 | 48 | 68 |
Avg Bars in Winners | 133 | 112 | 150 | 133 | 112 | 150 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 6955 | 2925 | 4030 | 6955 | 2925 | 4030 |
Profit Streak | 0 | 0 | 69.0444 | 0 | 0 | 69.0444 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544463 | -162750 | -294097 | -56676 | -762581 | -169909 |
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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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