Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1315944.6014 | 1261763.2333 | 54181.3681 | 2046211.4281 | 725102.0152 | 1321109.4129 |
Total P&L (%) | 1315.9446 | 1261.7632 | 54.1814 | 2046.2114 | 725.102 | 1321.1094 |
Avg Daily Profit (%) | 0.7048 | 0.6757 | 0.029 | 0.1643 | 0.1131 | 0.1422 |
Buy And Hold Return (%) | 361.7134 | 361.7134 | 361.7134 | 361.7134 | 361.7134 | 361.7134 |
Max Trade Drawdown | -148472 | -143582 | -90655 | -3141176 | -3084189 | -933199 |
Profit Factor | 2.6785 | 3.9333 | 1.1531 | 1.1873 | 1.112 | 1.2965 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 34.7458 | 27.1186 | 42.3729 | 34.7458 | 27.1186 | 42.3729 |
Ratio Avg Win / Avg Loss | 5.0303 | 10.5707 | 1.5682 | 2.2297 | 2.9886 | 1.7632 |
Largest Winning Trade | 599609 | 599609 | 53105 | 2501159 | 2501159 | 1259522 |
Largest Losing Trade | -51774 | -39702 | -51774 | -1441696 | -1441696 | -663262 |
Avg Bars in Trades | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Winners | 108 | 109 | 107 | 108 | 109 | 107 |
Avg Bars in Losers | 38 | 42 | 32 | 38 | 42 | 32 |
Bars Traded | 7380 | 3588 | 3792 | 7380 | 3588 | 3792 |
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 | 334746 | -180995 | -550533 | -12218 | -342069 | -183745 |
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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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