Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1730854.7072 | 1714938.3448 | 15916.3624 | 768958.1046 | 3345489.7022 | -2576531.5976 |
Total P&L (%) | 1730.8547 | 1714.9383 | 15.9164 | 768.9581 | 3345.4897 | -2576.5316 |
Avg Daily Profit (%) | 0.732 | 0.7252 | 0.0067 | 0.0915 | 0.1498 | 0 |
Buy And Hold Return (%) | 660.3122 | 660.3122 | 660.3122 | 660.3122 | 660.3122 | 660.3122 |
Max Trade Drawdown | -245082 | -208894 | -96558 | -5504476 | -2851128 | -3010797 |
Profit Factor | 3.1495 | 4.4238 | 1.0523 | 1.0786 | 1.6318 | 0.4261 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 34.6774 | 27.4194 | 41.9355 | 34.6774 | 27.4194 | 41.9355 |
Ratio Avg Win / Avg Loss | 5.9328 | 11.71 | 1.457 | 2.0318 | 4.3194 | 0.59 |
Largest Winning Trade | 1332886 | 1332886 | 47065 | 5370892 | 5370892 | 367429 |
Largest Losing Trade | -39313 | -37175 | -39313 | -1832055 | -1393000 | -1832055 |
Avg Bars in Trades | 109 | 150 | 69 | 109 | 150 | 69 |
Avg Bars in Winners | 192 | 334 | 99 | 192 | 334 | 99 |
Avg Bars in Losers | 66 | 80 | 47 | 66 | 80 | 47 |
Bars Traded | 13625 | 9320 | 4305 | 13625 | 9320 | 4305 |
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 | 342915 | -157179 | -670202 | -323610 | -164464 | -738372 |
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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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