Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1313939.3936 | 1234564.2434 | 79375.1502 | 5646764.6052 | 4338108.5788 | 1308656.0264 |
Total P&L (%) | 1313.9394 | 1234.5642 | 79.3752 | 5646.7646 | 4338.1086 | 1308.656 |
Avg Daily Profit (%) | 0.7212 | 0.6776 | 0.0436 | 0.2226 | 0.2084 | 0.1453 |
Buy And Hold Return (%) | 667.1411 | 667.1411 | 667.1411 | 667.1411 | 667.1411 | 667.1411 |
Max Trade Drawdown | -132692 | -108970 | -67416 | -8294471 | -3825023 | -5114982 |
Profit Factor | 2.8793 | 4.6241 | 1.2214 | 1.2421 | 1.4203 | 1.1007 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 45.4545 | 41.6667 | 49.1803 | 45.4545 | 41.6667 | 49.1803 |
Ratio Avg Win / Avg Loss | 3.4552 | 6.4737 | 1.2621 | 1.4905 | 1.9884 | 1.1373 |
Largest Winning Trade | 685972 | 685972 | 78212 | 3308922 | 3308922 | 3014919 |
Largest Losing Trade | -40327 | -40327 | -24935 | -2510023 | -2510023 | -2435370 |
Avg Bars in Trades | 88 | 80 | 96 | 88 | 80 | 96 |
Avg Bars in Winners | 123 | 101 | 140 | 123 | 101 | 140 |
Avg Bars in Losers | 59 | 65 | 53 | 59 | 65 | 53 |
Bars Traded | 10731 | 4836 | 5895 | 10731 | 4836 | 5895 |
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 | 340217 | -160945 | -462892 | 234517 | -162991 | -277622 |
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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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