Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373571.3862 | 1358688.0278 | 14883.3584 | 1070371.5978 | 308729.4265 | 761642.1713 |
Total P&L (%) | 1373.5714 | 1358.688 | 14.8834 | 1070.3716 | 308.7294 | 761.6422 |
Avg Daily Profit (%) | 0.5793 | 0.573 | 0.0063 | 0.1038 | 0.0594 | 0.0909 |
Buy And Hold Return (%) | 434.0014 | 434.0014 | 434.0014 | 434.0014 | 434.0014 | 434.0014 |
Max Trade Drawdown | -82422 | -136298 | -83300 | -1564015 | -2385385 | -1000513 |
Profit Factor | 3.2662 | 5.2043 | 1.0526 | 1.1379 | 1.0675 | 1.2389 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 33.9286 | 30.3571 | 37.5 | 33.9286 | 30.3571 | 37.5 |
Ratio Avg Win / Avg Loss | 6.3604 | 11.9392 | 1.7543 | 2.216 | 2.449 | 2.0648 |
Largest Winning Trade | 1148178 | 1148178 | 55797 | 1860784 | 1860784 | 950174 |
Largest Losing Trade | -30021 | -23985 | -30021 | -655852 | -655852 | -329229 |
Avg Bars in Trades | 81 | 68 | 94 | 81 | 68 | 94 |
Avg Bars in Winners | 153 | 147 | 158 | 153 | 147 | 158 |
Avg Bars in Losers | 44 | 33 | 56 | 44 | 33 | 56 |
Bars Traded | 9109 | 3808 | 5301 | 9109 | 3808 | 5301 |
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 | 309817 | -171796 | -696966 | -131433 | -612505 | -264130 |
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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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