Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1436207.4305 | 1357464.3933 | 78743.0372 | 958750.808 | -332818.013 | 1291568.821 |
Total P&L (%) | 1436.2074 | 1357.4644 | 78.743 | 958.7508 | -332.818 | 1291.5688 |
Avg Daily Profit (%) | 0.7754 | 0.7329 | 0.0425 | 0.1275 | 0 | 0.1423 |
Buy And Hold Return (%) | 40.79 | 40.79 | 40.79 | 40.79 | 40.79 | 40.79 |
Max Trade Drawdown | -96701 | -89957 | -72498 | -2408507 | -2102701 | -847393 |
Profit Factor | 3.6451 | 5.822 | 1.3012 | 1.1099 | 0.9298 | 1.3241 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 75 | 44 | 31 | 75 | 44 | 31 |
Profitability (%) | 38.0165 | 27.8689 | 48.3333 | 38.0165 | 27.8689 | 48.3333 |
Ratio Avg Win / Avg Loss | 5.943 | 15.0688 | 1.3909 | 1.8096 | 2.4065 | 1.4154 |
Largest Winning Trade | 1269643 | 1269643 | 63003 | 1349452 | 1349452 | 982981 |
Largest Losing Trade | -34434 | -19561 | -34434 | -803001 | -410925 | -803001 |
Avg Bars in Trades | 59 | 45 | 73 | 59 | 45 | 73 |
Avg Bars in Winners | 105 | 96 | 111 | 105 | 96 | 111 |
Avg Bars in Losers | 30 | 25 | 38 | 30 | 25 | 38 |
Bars Traded | 7161 | 2754 | 4407 | 7161 | 2754 | 4407 |
Profit Streak | 0 | 0 | 34.836 | 0 | 0 | 34.836 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555038 | -158138 | -312221 | -125321 | -757128 | -171324 |
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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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