Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2944222.8593 | 2853875.6336 | 90347.2257 | 697332.5015 | 486689.2694 | 210643.2321 |
Total P&L (%) | 2944.2229 | 2853.8756 | 90.3472 | 697.3325 | 486.6893 | 210.6432 |
Avg Daily Profit (%) | 1.2713 | 1.2323 | 0.039 | 0.0897 | 0.0764 | 0.049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159677 | -184674 | -114161 | -1513329 | -1323272 | -783418 |
Profit Factor | 3.9554 | 5.8721 | 1.2201 | 1.1172 | 1.1264 | 1.1004 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 38.1679 | 36.3636 | 40 | 38.1679 | 36.3636 | 40 |
Ratio Avg Win / Avg Loss | 6.4078 | 10.2762 | 1.8302 | 1.8099 | 1.9712 | 1.6506 |
Largest Winning Trade | 2567452 | 2567452 | 64822 | 1066569 | 1066569 | 432952 |
Largest Losing Trade | -50964 | -35780 | -50964 | -565870 | -565870 | -255583 |
Avg Bars in Trades | 102 | 123 | 81 | 102 | 123 | 81 |
Avg Bars in Winners | 150 | 190 | 113 | 150 | 190 | 113 |
Avg Bars in Losers | 73 | 84 | 60 | 73 | 84 | 60 |
Bars Traded | 13453 | 8129 | 5324 | 13453 | 8129 | 5324 |
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 | 588595 | -107785 | -275929 | -167530 | -301052 | -372349 |
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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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