Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1545128.8573 | 1568769.8845 | -23641.0272 | 291669.3274 | 217037.8435 | 74631.4839 |
Total P&L (%) | 1545.1289 | 1568.7699 | -23.641 | 291.6693 | 217.0378 | 74.6315 |
Avg Daily Profit (%) | 0.685 | 0.6955 | -0.0105 | 0.0605 | 0.0512 | 0.0247 |
Buy And Hold Return (%) | 513.3975 | 513.3975 | 513.3975 | 513.3975 | 513.3975 | 513.3975 |
Max Trade Drawdown | -112910 | -64142 | -130508 | -542735 | -430436 | -412648 |
Profit Factor | 3.7112 | 6.9135 | 0.9224 | 1.1143 | 1.1756 | 1.0567 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 29.8701 | 30.7692 | 28.9474 | 29.8701 | 30.7692 | 28.9474 |
Ratio Avg Win / Avg Loss | 8.7134 | 15.5553 | 2.264 | 2.6162 | 2.645 | 2.5938 |
Largest Winning Trade | 1314319 | 1314319 | 56239 | 481072 | 481072 | 234827 |
Largest Losing Trade | -67641 | -45268 | -67641 | -220064 | -134273 | -220064 |
Avg Bars in Trades | 54 | 50 | 58 | 54 | 50 | 58 |
Avg Bars in Winners | 129 | 122 | 136 | 129 | 122 | 136 |
Avg Bars in Losers | 23 | 19 | 27 | 23 | 19 | 27 |
Bars Traded | 4218 | 1987 | 2231 | 4218 | 1987 | 2231 |
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 | -38696 | 370140 | -590404 | -426167 | -324108 | -495040 |
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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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