Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103041.685 | 1028936.6884 | 74104.9966 | 2180414.3001 | 1733979.2801 | 446435.02 |
Total P&L (%) | 1103.0417 | 1028.9367 | 74.105 | 2180.4143 | 1733.9793 | 446.435 |
Avg Daily Profit (%) | 0.5976 | 0.5574 | 0.0401 | 0.1695 | 0.1577 | 0.092 |
Buy And Hold Return (%) | 145.2444 | 145.2444 | 145.2444 | 145.2444 | 145.2444 | 145.2444 |
Max Trade Drawdown | -104666 | -49445 | -105604 | -3837987 | -2336244 | -2016059 |
Profit Factor | 2.7888 | 4.6662 | 1.2206 | 1.2136 | 1.3579 | 1.0832 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 44.7368 | 36.8421 | 52.6316 | 44.7368 | 36.8421 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.445 | 7.9992 | 1.0985 | 1.4991 | 2.3278 | 0.9749 |
Largest Winning Trade | 697300 | 697300 | 75595 | 2158368 | 2158368 | 1274810 |
Largest Losing Trade | -46306 | -21296 | -46306 | -1580961 | -963729 | -1580961 |
Avg Bars in Trades | 192 | 190 | 195 | 192 | 190 | 195 |
Avg Bars in Winners | 313 | 382 | 264 | 313 | 382 | 264 |
Avg Bars in Losers | 94 | 77 | 117 | 94 | 77 | 117 |
Bars Traded | 21960 | 10841 | 11119 | 21960 | 10841 | 11119 |
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 | 540512 | -166807 | -485173 | 201205 | -176225 | -383498 |
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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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