Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1506059.5923 | 1438851.0285 | 67208.5638 | 3114229.134 | 592465.7375 | 2521763.3965 |
Total P&L (%) | 1506.0596 | 1438.851 | 67.2086 | 3114.2291 | 592.4657 | 2521.7634 |
Avg Daily Profit (%) | 0.8015 | 0.7658 | 0.0358 | 0.1849 | 0.103 | 0.174 |
Buy And Hold Return (%) | 605.3435 | 605.3435 | 605.3435 | 605.3435 | 605.3435 | 605.3435 |
Max Trade Drawdown | -95111 | -96597 | -125534 | -4272903 | -4152504 | -1028705 |
Profit Factor | 2.8788 | 4.2168 | 1.1897 | 1.2032 | 1.06 | 1.4619 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 33.5878 | 28.7879 | 38.4615 | 33.5878 | 28.7879 | 38.4615 |
Ratio Avg Win / Avg Loss | 5.6922 | 10.431 | 1.9035 | 2.379 | 2.6222 | 2.339 |
Largest Winning Trade | 706444 | 706444 | 56054 | 3899791 | 3899791 | 1254259 |
Largest Losing Trade | -41983 | -41564 | -41983 | -1325176 | -1325176 | -598112 |
Avg Bars in Trades | 41 | 44 | 37 | 41 | 44 | 37 |
Avg Bars in Winners | 75 | 80 | 72 | 75 | 80 | 72 |
Avg Bars in Losers | 23 | 29 | 16 | 23 | 29 | 16 |
Bars Traded | 5381 | 2925 | 2456 | 5381 | 2925 | 2456 |
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 | 323720 | -121860 | -458088 | 44614 | -511732 | -128520 |
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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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