Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1349081.5391 | 1280459.8927 | 68621.6464 | 4882662.2542 | 7248884.1958 | -2366221.9415 |
Total P&L (%) | 1349.0815 | 1280.4599 | 68.6216 | 4882.6623 | 7248.8842 | -2366.2219 |
Avg Daily Profit (%) | 0.7444 | 0.7065 | 0.0379 | 0.2159 | 0.2374 | 0 |
Buy And Hold Return (%) | 539.7315 | 539.7315 | 539.7315 | 539.7315 | 539.7315 | 539.7315 |
Max Trade Drawdown | -69166 | -55496 | -56495 | -7547465 | -4767499 | -5038550 |
Profit Factor | 2.8599 | 4.6639 | 1.1826 | 1.1453 | 1.4483 | 0.8643 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 34.7059 | 32.9412 | 36.4706 | 34.7059 | 32.9412 | 36.4706 |
Ratio Avg Win / Avg Loss | 5.3805 | 9.4943 | 2.06 | 2.1547 | 2.9484 | 1.5055 |
Largest Winning Trade | 730577 | 730577 | 75691 | 9362242 | 9362242 | 2249585 |
Largest Losing Trade | -30526 | -18450 | -30526 | -2425806 | -1379894 | -2425806 |
Avg Bars in Trades | 126 | 114 | 138 | 126 | 114 | 138 |
Avg Bars in Winners | 261 | 238 | 282 | 261 | 238 | 282 |
Avg Bars in Losers | 54 | 54 | 55 | 54 | 54 | 55 |
Bars Traded | 21513 | 9769 | 11744 | 21513 | 9769 | 11744 |
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 | 343230 | 307736 | -332280 | -56470 | 125927 | -583588 |
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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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