Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1536800.977 | 1425113.5039 | 111687.4731 | 8061016.7809 | 4556507.9857 | 3504508.7952 |
Total P&L (%) | 1536.801 | 1425.1135 | 111.6875 | 8061.0168 | 4556.508 | 3504.5088 |
Avg Daily Profit (%) | 0.614 | 0.5694 | 0.0446 | 0.176 | 0.1536 | 0.1433 |
Buy And Hold Return (%) | 488.9039 | 488.9039 | 488.9039 | 488.9039 | 488.9039 | 488.9039 |
Max Trade Drawdown | -117478 | -57909 | -75338 | -4913012 | -2906365 | -2234137 |
Profit Factor | 3.9771 | 6.7119 | 1.4188 | 1.5147 | 1.5592 | 1.4665 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 31.6239 | 28.8136 | 34.4828 | 31.6239 | 28.8136 | 34.4828 |
Ratio Avg Win / Avg Loss | 8.5992 | 16.5822 | 2.6957 | 3.2751 | 3.8522 | 2.7863 |
Largest Winning Trade | 957091 | 957091 | 52091 | 4156084 | 4156084 | 4073129 |
Largest Losing Trade | -44173 | -23299 | -44173 | -877088 | -877088 | -874391 |
Avg Bars in Trades | 61 | 58 | 65 | 61 | 58 | 65 |
Avg Bars in Winners | 153 | 150 | 155 | 153 | 150 | 155 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 7222 | 3448 | 3774 | 7222 | 3448 | 3774 |
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 | 316858 | -173428 | -483536 | 126155 | -179545 | -185448 |
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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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