Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1588739.2819 | 1485346.9188 | 103392.3631 | 5448589.3405 | 4517020.4478 | 931568.8927 |
Total P&L (%) | 1588.7393 | 1485.3469 | 103.3924 | 5448.5893 | 4517.0204 | 931.5689 |
Avg Daily Profit (%) | 0.7221 | 0.6751 | 0.047 | 0.1827 | 0.1743 | 0.1061 |
Buy And Hold Return (%) | 498.9104 | 498.9104 | 498.9104 | 498.9104 | 498.9104 | 498.9104 |
Max Trade Drawdown | -128316 | -124309 | -64076 | -3929363 | -3483404 | -1160394 |
Profit Factor | 3.4783 | 4.6437 | 1.443 | 1.443 | 1.6166 | 1.1873 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 53.3333 | 47.1698 | 59.6154 | 53.3333 | 47.1698 | 59.6154 |
Ratio Avg Win / Avg Loss | 3.0435 | 5.2009 | 0.9775 | 1.2627 | 1.8106 | 0.8043 |
Largest Winning Trade | 824046 | 824046 | 41485 | 3217913 | 3217913 | 917276 |
Largest Losing Trade | -39817 | -35776 | -39817 | -925918 | -925918 | -751299 |
Avg Bars in Trades | 123 | 174 | 70 | 123 | 174 | 70 |
Avg Bars in Winners | 130 | 208 | 68 | 130 | 208 | 68 |
Avg Bars in Losers | 114 | 144 | 74 | 114 | 144 | 74 |
Bars Traded | 12940 | 9266 | 3674 | 12940 | 9266 | 3674 |
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 | 609027 | -164655 | -475444 | 344135 | -170277 | -253595 |
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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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