Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1125762.9465 | 1111520.9488 | 14241.9977 | 1196544.1085 | 1045608.4552 | 150935.6533 |
Total P&L (%) | 1125.7629 | 1111.5209 | 14.242 | 1196.5441 | 1045.6085 | 150.9357 |
Avg Daily Profit (%) | 0.6001 | 0.5925 | 0.0076 | 0.1367 | 0.1301 | 0.0491 |
Buy And Hold Return (%) | 597.4361 | 597.4361 | 597.4361 | 597.4361 | 597.4361 | 597.4361 |
Max Trade Drawdown | -80340 | -82962 | -94599 | -1463351 | -1360291 | -836675 |
Profit Factor | 2.8386 | 5.2173 | 1.0408 | 1.1706 | 1.2963 | 1.0433 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 48.5714 | 47.1698 | 50 | 48.5714 | 47.1698 | 50 |
Ratio Avg Win / Avg Loss | 3.0055 | 5.8434 | 1.0408 | 1.2394 | 1.4519 | 1.0433 |
Largest Winning Trade | 698034 | 698034 | 71586 | 1320243 | 1320243 | 923492 |
Largest Losing Trade | -47583 | -36904 | -47583 | -721916 | -721916 | -696762 |
Avg Bars in Trades | 50 | 52 | 49 | 50 | 52 | 49 |
Avg Bars in Winners | 75 | 64 | 85 | 75 | 64 | 85 |
Avg Bars in Losers | 27 | 40 | 13 | 27 | 40 | 13 |
Bars Traded | 5339 | 2760 | 2579 | 5339 | 2760 | 2579 |
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 | 321821 | -169628 | -704122 | -50197 | -208612 | -646133 |
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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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