Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1532235.1199 | 1424279.1866 | 107955.9333 | 7279207.5143 | 3958729.4719 | 3320478.0424 |
Total P&L (%) | 1532.2351 | 1424.2792 | 107.9559 | 7279.2075 | 3958.7295 | 3320.478 |
Avg Daily Profit (%) | 0.6122 | 0.569 | 0.0431 | 0.172 | 0.1481 | 0.1412 |
Buy And Hold Return (%) | 488.9039 | 488.9039 | 488.9039 | 488.9039 | 488.9039 | 488.9039 |
Max Trade Drawdown | -104589 | -54142 | -68535 | -3434254 | -3037533 | -1601038 |
Profit Factor | 4.0434 | 6.4836 | 1.4429 | 1.5198 | 1.5033 | 1.541 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 31.3043 | 25.8621 | 36.8421 | 31.3043 | 25.8621 | 36.8421 |
Ratio Avg Win / Avg Loss | 8.873 | 18.5864 | 2.4736 | 3.3352 | 4.3094 | 2.6418 |
Largest Winning Trade | 957091 | 957091 | 52091 | 3442004 | 3442004 | 3373302 |
Largest Losing Trade | -44173 | -24024 | -44173 | -731131 | -731131 | -724157 |
Avg Bars in Trades | 62 | 59 | 66 | 62 | 59 | 66 |
Avg Bars in Winners | 155 | 164 | 149 | 155 | 164 | 149 |
Avg Bars in Losers | 20 | 23 | 17 | 20 | 23 | 17 |
Bars Traded | 7221 | 3454 | 3767 | 7221 | 3454 | 3767 |
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 | 313085 | -189816 | -484457 | 121377 | -198874 | -187010 |
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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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