Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1105826.2541 | 1020156.2493 | 85670.0048 | 3501053.0222 | 3253807.8818 | 247245.1403 |
Total P&L (%) | 1105.8263 | 1020.1562 | 85.67 | 3501.053 | 3253.8079 | 247.2451 |
Avg Daily Profit (%) | 0.5308 | 0.4897 | 0.0411 | 0.1722 | 0.1688 | 0.0598 |
Buy And Hold Return (%) | 59.375 | 59.375 | 59.375 | 59.375 | 59.375 | 59.375 |
Max Trade Drawdown | -82946 | -92901 | -96257 | -4292270 | -3948746 | -3112929 |
Profit Factor | 2.3699 | 3.6942 | 1.1999 | 1.1185 | 1.2186 | 1.0169 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 33.3333 | 31.4815 | 35.1852 | 33.3333 | 31.4815 | 35.1852 |
Ratio Avg Win / Avg Loss | 4.7398 | 8.0404 | 2.2103 | 2.237 | 2.6522 | 1.8732 |
Largest Winning Trade | 357552 | 357552 | 85809 | 3355802 | 3355802 | 2848600 |
Largest Losing Trade | -28965 | -28965 | -27772 | -1960990 | -1406427 | -1960990 |
Avg Bars in Trades | 226 | 198 | 254 | 226 | 198 | 254 |
Avg Bars in Winners | 431 | 377 | 479 | 431 | 377 | 479 |
Avg Bars in Losers | 124 | 116 | 132 | 124 | 116 | 132 |
Bars Traded | 24476 | 10735 | 13741 | 24476 | 10735 | 13741 |
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 | 330653 | -170183 | -351604 | -87441 | -179066 | -502138 |
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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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