Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1547180.8596 | 1473973.2973 | 73207.5623 | 957156.8472 | 222047.2796 | 735109.5677 |
Total P&L (%) | 1547.1809 | 1473.9733 | 73.2076 | 957.1568 | 222.0473 | 735.1096 |
Avg Daily Profit (%) | 0.8314 | 0.7921 | 0.0393 | 0.1268 | 0.0629 | 0.1141 |
Buy And Hold Return (%) | 73.0346 | 73.0346 | 73.0346 | 73.0346 | 73.0346 | 73.0346 |
Max Trade Drawdown | -105174 | -90971 | -81097 | -1410408 | -1088583 | -621384 |
Profit Factor | 3.9571 | 6.4093 | 1.292 | 1.2045 | 1.0875 | 1.3433 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 29 | 9 | 20 | 29 | 9 | 20 |
Losing Trades | 61 | 36 | 25 | 61 | 36 | 25 |
Profitability (%) | 32.2222 | 20 | 44.4444 | 32.2222 | 20 | 44.4444 |
Ratio Avg Win / Avg Loss | 8.3235 | 25.6373 | 1.615 | 2.5336 | 4.3499 | 1.6791 |
Largest Winning Trade | 1352629 | 1352629 | 65844 | 906061 | 906061 | 789364 |
Largest Losing Trade | -31348 | -17781 | -31348 | -298857 | -275158 | -298857 |
Avg Bars in Trades | 120 | 105 | 135 | 120 | 105 | 135 |
Avg Bars in Winners | 261 | 314 | 238 | 261 | 314 | 238 |
Avg Bars in Losers | 53 | 52 | 53 | 53 | 52 | 53 |
Bars Traded | 10842 | 4734 | 6107 | 10842 | 4734 | 6107 |
Profit Streak | 50.2889 | 0 | 50.7889 | 50.2889 | 0 | 50.7889 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508126 | -30436 | -305776 | -28810 | -287313 | -40299 |
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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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