Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1296431.8905 | 1212078.1647 | 84353.7258 | 2536868.3455 | 1697392.3912 | 839475.9543 |
Total P&L (%) | 1296.4319 | 1212.0782 | 84.3537 | 2536.8683 | 1697.3924 | 839.476 |
Avg Daily Profit (%) | 0.6893 | 0.6444 | 0.0448 | 0.1741 | 0.1537 | 0.1192 |
Buy And Hold Return (%) | 266.7049 | 266.7049 | 266.7049 | 266.7049 | 266.7049 | 266.7049 |
Max Trade Drawdown | -104355 | -81575 | -66304 | -2243249 | -2118086 | -1943157 |
Profit Factor | 3.314 | 5.4506 | 1.293 | 1.2048 | 1.2702 | 1.1374 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 40.458 | 33.3333 | 47.6923 | 40.458 | 33.3333 | 47.6923 |
Ratio Avg Win / Avg Loss | 4.8772 | 10.9012 | 1.4181 | 1.7731 | 2.5405 | 1.2475 |
Largest Winning Trade | 862446 | 862446 | 62645 | 1698924 | 1698924 | 1229674 |
Largest Losing Trade | -51615 | -19688 | -51615 | -734708 | -572738 | -734708 |
Avg Bars in Trades | 83 | 62 | 103 | 83 | 62 | 103 |
Avg Bars in Winners | 141 | 125 | 153 | 141 | 125 | 153 |
Avg Bars in Losers | 43 | 31 | 58 | 43 | 31 | 58 |
Bars Traded | 10904 | 4148 | 6756 | 10904 | 4148 | 6756 |
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 | 494466 | -112715 | -431322 | 182376 | -122708 | -238383 |
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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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