Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1562870.0403 | 1463597.1314 | 99272.909 | 5595596.9779 | 3647122.9628 | 1948474.0151 |
Total P&L (%) | 1562.87 | 1463.5971 | 99.2729 | 5595.597 | 3647.123 | 1948.474 |
Avg Daily Profit (%) | 0.625 | 0.5853 | 0.0397 | 0.1618 | 0.145 | 0.1208 |
Buy And Hold Return (%) | 510.3863 | 510.3863 | 510.3863 | 510.3863 | 510.3863 | 510.3863 |
Max Trade Drawdown | -87383 | -65458 | -49829 | -11284068 | -7779925 | -6797495 |
Profit Factor | 4.1842 | 6.534 | 1.4386 | 1.1503 | 1.1869 | 1.11 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 40 | 31.746 | 48.3871 | 40 | 31.746 | 48.3871 |
Ratio Avg Win / Avg Loss | 6.2763 | 14.0482 | 1.5345 | 1.7255 | 2.5519 | 1.184 |
Largest Winning Trade | 1099019 | 1099019 | 55846 | 5086567 | 5086567 | 4652068 |
Largest Losing Trade | -23839 | -23839 | -23800 | -2854012 | -2440029 | -2854012 |
Avg Bars in Trades | 78 | 83 | 72 | 78 | 83 | 72 |
Avg Bars in Winners | 139 | 175 | 115 | 139 | 175 | 115 |
Avg Bars in Losers | 36 | 40 | 32 | 36 | 40 | 32 |
Bars Traded | 9753 | 5246 | 4507 | 9753 | 5246 | 4507 |
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 | 441120 | -137426 | -458420 | -49895 | -166923 | -287976 |
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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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