Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1505792.3502 | 1396776.2798 | 109016.0704 | 2214814.4839 | 760043.9687 | 1454770.5152 |
Total P&L (%) | 1505.7924 | 1396.7763 | 109.0161 | 2214.8145 | 760.044 | 1454.7705 |
Avg Daily Profit (%) | 0.8149 | 0.7559 | 0.059 | 0.1702 | 0.1165 | 0.1486 |
Buy And Hold Return (%) | 26.9084 | 26.9084 | 26.9084 | 26.9084 | 26.9084 | 26.9084 |
Max Trade Drawdown | -51553 | -56715 | -90546 | -962754 | -1092590 | -579437 |
Profit Factor | 4.2662 | 7.9821 | 1.4177 | 1.4494 | 1.3049 | 1.5972 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 35.8974 | 37.2881 | 34.4828 | 35.8974 | 37.2881 | 34.4828 |
Ratio Avg Win / Avg Loss | 7.6183 | 13.4245 | 2.6937 | 2.5882 | 2.1947 | 3.0347 |
Largest Winning Trade | 1336359 | 1336359 | 65645 | 833511 | 833511 | 641998 |
Largest Losing Trade | -36111 | -18153 | -36111 | -276209 | -276209 | -249148 |
Avg Bars in Trades | 60 | 36 | 83 | 60 | 36 | 83 |
Avg Bars in Winners | 124 | 75 | 177 | 124 | 75 | 177 |
Avg Bars in Losers | 24 | 13 | 34 | 24 | 13 | 34 |
Bars Traded | 7023 | 2159 | 4864 | 7023 | 2159 | 4864 |
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 | 549435 | -160584 | -300770 | 169818 | -217700 | -177597 |
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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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