Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1407019.9505 | 1328751.8807 | 78268.0698 | 3706775.6917 | 2486586.378 | 1220189.3137 |
Total P&L (%) | 1407.02 | 1328.7519 | 78.2681 | 3706.7757 | 2486.5864 | 1220.1893 |
Avg Daily Profit (%) | 0.7758 | 0.7326 | 0.0432 | 0.2009 | 0.1795 | 0.1424 |
Buy And Hold Return (%) | 568.8095 | 568.8095 | 568.8095 | 568.8095 | 568.8095 | 568.8095 |
Max Trade Drawdown | -81129 | -89472 | -47092 | -4842630 | -4683854 | -1409515 |
Profit Factor | 3.0682 | 4.1831 | 1.2977 | 1.1899 | 1.2019 | 1.1694 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 126 | 68 | 58 | 126 | 68 | 58 |
Profitability (%) | 34.715 | 29.1667 | 40.2062 | 34.715 | 29.1667 | 40.2062 |
Ratio Avg Win / Avg Loss | 5.77 | 10.159 | 1.9299 | 2.2377 | 2.9188 | 1.7392 |
Largest Winning Trade | 784923 | 784923 | 64801 | 4152818 | 4152818 | 1161262 |
Largest Losing Trade | -20639 | -20639 | -18523 | -1410555 | -1410555 | -513269 |
Avg Bars in Trades | 54 | 65 | 42 | 54 | 65 | 42 |
Avg Bars in Winners | 108 | 154 | 75 | 108 | 154 | 75 |
Avg Bars in Losers | 25 | 29 | 20 | 25 | 29 | 20 |
Bars Traded | 10439 | 6326 | 4113 | 10439 | 6326 | 4113 |
Profit Streak | 0 | 70.5996 | 0 | 0 | 70.5996 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365600 | 142085 | -303967 | -7742 | -4624 | -45613 |
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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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