Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2356777.7769 | 2307110.4047 | 49667.3722 | 1403100.3714 | -75417.4114 | 1478517.7829 |
Total P&L (%) | 2356.7778 | 2307.1104 | 49.6674 | 1403.1004 | -75.4174 | 1478.5178 |
Avg Daily Profit (%) | 1.0663 | 1.0438 | 0.0225 | 0.1227 | -0.0635 | 0.1249 |
Buy And Hold Return (%) | 868.1028 | 868.1028 | 868.1028 | 868.1028 | 868.1028 | 868.1028 |
Max Trade Drawdown | -133443 | -66013 | -109663 | -6045844 | -3605939 | -4432641 |
Profit Factor | 4.1992 | 7.0261 | 1.1404 | 1.0743 | 0.9924 | 1.166 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 40.1709 | 37.2881 | 43.1034 | 40.1709 | 37.2881 | 43.1034 |
Ratio Avg Win / Avg Loss | 6.2542 | 11.8166 | 1.5053 | 1.6 | 1.6691 | 1.5391 |
Largest Winning Trade | 2173393 | 2173393 | 45094 | 2405012 | 2405012 | 1341894 |
Largest Losing Trade | -51779 | -51779 | -37525 | -1837457 | -1051397 | -1837457 |
Avg Bars in Trades | 111 | 101 | 120 | 111 | 101 | 120 |
Avg Bars in Winners | 182 | 186 | 178 | 182 | 186 | 178 |
Avg Bars in Losers | 63 | 51 | 76 | 63 | 51 | 76 |
Bars Traded | 12992 | 5998 | 6994 | 12992 | 5998 | 6994 |
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 | 494224 | -163411 | -576362 | -179431 | -759901 | -254255 |
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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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