Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1552589.9593 | 1425512.129 | 127077.8303 | 12693277.8769 | 10200694.1879 | 2492583.689 |
Total P&L (%) | 1552.59 | 1425.5121 | 127.0778 | 12693.2779 | 10200.6942 | 2492.5837 |
Avg Daily Profit (%) | 0.8521 | 0.7824 | 0.0697 | 0.2666 | 0.2547 | 0.1788 |
Buy And Hold Return (%) | 675.4693 | 675.4693 | 675.4693 | 675.4693 | 675.4693 | 675.4693 |
Max Trade Drawdown | -103437 | -51417 | -67747 | -9922043 | -6905102 | -7946641 |
Profit Factor | 3.2934 | 5.4628 | 1.3554 | 1.2855 | 1.496 | 1.1043 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 40 | 36.6667 | 43.3333 | 40 | 36.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.9402 | 9.4358 | 1.7725 | 1.9283 | 2.584 | 1.4441 |
Largest Winning Trade | 915056 | 915056 | 69244 | 7063075 | 7041357 | 7063075 |
Largest Losing Trade | -34466 | -23609 | -34466 | -3498335 | -2201318 | -3498335 |
Avg Bars in Trades | 89 | 85 | 93 | 89 | 85 | 93 |
Avg Bars in Winners | 151 | 143 | 158 | 151 | 143 | 158 |
Avg Bars in Losers | 47 | 51 | 43 | 47 | 51 | 43 |
Bars Traded | 10744 | 5128 | 5616 | 10744 | 5128 | 5616 |
Profit Streak | 0 | 16.5791 | 0 | 0 | 16.5791 | 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 | 397383 | -159072 | -435828 | 221159 | -163171 | -272165 |
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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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