Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1311438.2484 | 1209603.9044 | 101834.344 | 4686897.2614 | 939686.7257 | 3747210.5357 |
Total P&L (%) | 1311.4382 | 1209.6039 | 101.8343 | 4686.8973 | 939.6867 | 3747.2105 |
Avg Daily Profit (%) | 0.6991 | 0.6448 | 0.0543 | 0.2064 | 0.1249 | 0.1947 |
Buy And Hold Return (%) | 503.7576 | 503.7576 | 503.7576 | 503.7576 | 503.7576 | 503.7576 |
Max Trade Drawdown | -112259 | -108767 | -67456 | -4679420 | -4405073 | -2201261 |
Profit Factor | 2.8727 | 4.1037 | 1.3279 | 1.203 | 1.0699 | 1.3886 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 36.9748 | 28.3333 | 45.7627 | 36.9748 | 28.3333 | 45.7627 |
Ratio Avg Win / Avg Loss | 4.8966 | 10.3799 | 1.5738 | 2.0506 | 2.7062 | 1.6457 |
Largest Winning Trade | 571868 | 571868 | 52900 | 3691273 | 3691273 | 2242585 |
Largest Losing Trade | -49360 | -31555 | -49360 | -1620809 | -1620809 | -1525176 |
Avg Bars in Trades | 91 | 90 | 93 | 91 | 90 | 93 |
Avg Bars in Winners | 152 | 148 | 154 | 152 | 148 | 154 |
Avg Bars in Losers | 56 | 67 | 42 | 56 | 67 | 42 |
Bars Traded | 10938 | 5409 | 5529 | 10938 | 5409 | 5529 |
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 | 344674 | -169819 | -463169 | 142030 | -360772 | -168598 |
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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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