Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1427800.5274 | 1403871.2711 | 23929.2563 | 719470.5015 | -844369.8569 | 1563840.3584 |
Total P&L (%) | 1427.8005 | 1403.8713 | 23.9293 | 719.4705 | -844.3699 | 1563.8404 |
Avg Daily Profit (%) | 0.7993 | 0.7859 | 0.0134 | 0.1178 | 0 | 0.1575 |
Buy And Hold Return (%) | 397.3963 | 397.3963 | 397.3963 | 397.3963 | 397.3963 | 397.3963 |
Max Trade Drawdown | -89724 | -110410 | -144906 | -1257668 | -2050059 | -585699 |
Profit Factor | 2.9889 | 5.1393 | 1.0632 | 1.1065 | 0.7888 | 1.567 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 37.6068 | 33.8983 | 41.3793 | 37.6068 | 33.8983 | 41.3793 |
Ratio Avg Win / Avg Loss | 4.9589 | 10.0217 | 1.5062 | 1.8358 | 1.5382 | 2.22 |
Largest Winning Trade | 1206561 | 1206561 | 60152 | 584334 | 520277 | 584334 |
Largest Losing Trade | -48041 | -27080 | -48041 | -393543 | -393543 | -309620 |
Avg Bars in Trades | 45 | 38 | 51 | 45 | 38 | 51 |
Avg Bars in Winners | 85 | 77 | 91 | 85 | 77 | 91 |
Avg Bars in Losers | 20 | 19 | 23 | 20 | 19 | 23 |
Bars Traded | 5273 | 2297 | 2976 | 5273 | 2297 | 2976 |
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 | 423920 | -164914 | -674042 | -150238 | -761220 | -175186 |
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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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