Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1681950.7983 | 1756404.8301 | -74454.0318 | 54028.5134 | 1054983.4202 | -1000954.9069 |
Total P&L (%) | 1681.9508 | 1756.4048 | -74.454 | 54.0285 | 1054.9834 | -1000.9549 |
Avg Daily Profit (%) | 0.7451 | 0.7781 | -0.033 | 0.0191 | 0.1084 | 0 |
Buy And Hold Return (%) | 171.3402 | 171.3402 | 171.3402 | 171.3402 | 171.3402 | 171.3402 |
Max Trade Drawdown | -149188 | -122380 | -152722 | -2218899 | -1298015 | -1418910 |
Profit Factor | 2.6755 | 4.4676 | 0.8503 | 1.0086 | 1.3411 | 0.6867 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 31.7829 | 29.2308 | 34.375 | 31.7829 | 29.2308 | 34.375 |
Ratio Avg Win / Avg Loss | 5.7425 | 10.8164 | 1.6233 | 2.1648 | 3.247 | 1.311 |
Largest Winning Trade | 1570413 | 1570413 | 48829 | 1531656 | 1531656 | 541832 |
Largest Losing Trade | -37818 | -26653 | -37818 | -499554 | -447970 | -499554 |
Avg Bars in Trades | 50 | 47 | 53 | 50 | 47 | 53 |
Avg Bars in Winners | 104 | 106 | 102 | 104 | 106 | 102 |
Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
Bars Traded | 6520 | 3111 | 3409 | 6520 | 3111 | 3409 |
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 | 398090 | -122743 | -723534 | -549773 | -190035 | -724645 |
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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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