Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1064335.5841 | 1018098.6649 | 46236.9192 | 1141111.0694 | 1524485.0511 | -383373.9817 |
Total P&L (%) | 1064.3356 | 1018.0987 | 46.2369 | 1141.1111 | 1524.4851 | -383.374 |
Avg Daily Profit (%) | 0.5111 | 0.4889 | 0.0222 | 0.121 | 0.134 | 0 |
Buy And Hold Return (%) | 83.3013 | 83.3013 | 83.3013 | 83.3013 | 83.3013 | 83.3013 |
Max Trade Drawdown | -117243 | -83478 | -143664 | -2837339 | -2266704 | -1442825 |
Profit Factor | 2.1268 | 3.2671 | 1.0933 | 1.0687 | 1.1817 | 0.9533 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 35.1563 | 29.6875 | 40.625 | 35.1563 | 29.6875 | 40.625 |
Ratio Avg Win / Avg Loss | 3.9227 | 7.7379 | 1.5979 | 1.9712 | 2.7988 | 1.3934 |
Largest Winning Trade | 411633 | 411633 | 83303 | 2181994 | 2181994 | 1145008 |
Largest Losing Trade | -37613 | -37613 | -31748 | -668810 | -654559 | -668810 |
Avg Bars in Trades | 191 | 172 | 210 | 191 | 172 | 210 |
Avg Bars in Winners | 360 | 353 | 365 | 360 | 353 | 365 |
Avg Bars in Losers | 99 | 95 | 104 | 99 | 95 | 104 |
Bars Traded | 24472 | 11018 | 13454 | 24472 | 11018 | 13454 |
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 | 335097 | -131860 | -588859 | -180303 | -181928 | -722215 |
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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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