Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1422687.19 | 1327140.5191 | 95546.6708 | 1349262.8564 | 549234.3598 | 800028.4966 |
Total P&L (%) | 1422.6872 | 1327.1405 | 95.5467 | 1349.2629 | 549.2344 | 800.0285 |
Avg Daily Profit (%) | 0.77 | 0.7182 | 0.0517 | 0.1448 | 0.1013 | 0.119 |
Buy And Hold Return (%) | 50.9305 | 50.9305 | 50.9305 | 50.9305 | 50.9305 | 50.9305 |
Max Trade Drawdown | -122537 | -85596 | -66506 | -1660207 | -1116662 | -843911 |
Profit Factor | 3.3824 | 5.3575 | 1.3266 | 1.228 | 1.1787 | 1.2811 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 46.7742 | 40.3226 | 53.2258 | 46.7742 | 40.3226 | 53.2258 |
Ratio Avg Win / Avg Loss | 3.849 | 7.9291 | 1.1658 | 1.3973 | 1.7445 | 1.1258 |
Largest Winning Trade | 1266150 | 1266150 | 66847 | 882949 | 856822 | 882949 |
Largest Losing Trade | -28968 | -20587 | -28968 | -318968 | -295846 | -318968 |
Avg Bars in Trades | 58 | 51 | 66 | 58 | 51 | 66 |
Avg Bars in Winners | 90 | 84 | 95 | 90 | 84 | 95 |
Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
Bars Traded | 7301 | 3167 | 4134 | 7301 | 3167 | 4134 |
Profit Streak | 0 | 0 | 5.8316 | 0 | 0 | 5.8316 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 664259 | -137697 | -284390 | -602 | -238358 | -186834 |
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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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