Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1324187.2899 | 1234285.4411 | 89901.8488 | 3516431.5284 | -50042.6112 | 3566474.1397 |
Total P&L (%) | 1324.1873 | 1234.2854 | 89.9018 | 3516.4315 | -50.0426 | 3566.4741 |
Avg Daily Profit (%) | 0.7028 | 0.6551 | 0.0477 | 0.1906 | -0.0368 | 0.1913 |
Buy And Hold Return (%) | 272.1394 | 272.1394 | 272.1394 | 272.1394 | 272.1394 | 272.1394 |
Max Trade Drawdown | -114597 | -85014 | -70018 | -5672834 | -5402914 | -2763274 |
Profit Factor | 2.7051 | 4.0268 | 1.2438 | 1.1043 | 0.9972 | 1.2249 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
Profitability (%) | 32.2314 | 22.9508 | 41.6667 | 32.2314 | 22.9508 | 41.6667 |
Ratio Avg Win / Avg Loss | 5.6877 | 13.5184 | 1.7413 | 2.3219 | 3.3477 | 1.7149 |
Largest Winning Trade | 550298 | 550298 | 61525 | 5354626 | 5354626 | 3262907 |
Largest Losing Trade | -36051 | -36051 | -30070 | -1435756 | -1014632 | -1435756 |
Avg Bars in Trades | 185 | 157 | 213 | 185 | 157 | 213 |
Avg Bars in Winners | 375 | 352 | 388 | 375 | 352 | 388 |
Avg Bars in Losers | 94 | 99 | 88 | 94 | 99 | 88 |
Bars Traded | 22406 | 9598 | 12808 | 22406 | 9598 | 12808 |
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 | 340356 | -183542 | -466815 | -103293 | -778804 | -163999 |
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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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