Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1027630.8086 | 905148.1553 | 122482.6533 | 11723260.9376 | 9820703.8912 | 1902557.0464 |
Total P&L (%) | 1027.6308 | 905.1482 | 122.4827 | 11723.2609 | 9820.7039 | 1902.557 |
Avg Daily Profit (%) | 0.564 | 0.4967 | 0.0672 | 0.2623 | 0.2526 | 0.1646 |
Buy And Hold Return (%) | 862.4096 | 862.4096 | 862.4096 | 862.4096 | 862.4096 | 862.4096 |
Max Trade Drawdown | -71195 | -77020 | -46441 | -8599902 | -9375263 | -5341789 |
Profit Factor | 2.59 | 4.0812 | 1.3474 | 1.2887 | 1.4927 | 1.092 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 50 | 48.4848 | 51.5152 | 50 | 48.4848 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.59 | 4.3363 | 1.2681 | 1.2887 | 1.586 | 1.0278 |
Largest Winning Trade | 280240 | 280240 | 76017 | 8385677 | 8385677 | 4196064 |
Largest Losing Trade | -26678 | -23772 | -26678 | -4517466 | -4517466 | -3198288 |
Avg Bars in Trades | 81 | 75 | 87 | 81 | 75 | 87 |
Avg Bars in Winners | 113 | 102 | 124 | 113 | 102 | 124 |
Avg Bars in Losers | 48 | 50 | 47 | 48 | 50 | 47 |
Bars Traded | 10735 | 4993 | 5742 | 10735 | 4993 | 5742 |
Profit Streak | 0 | 28.2163 | 0 | 0 | 28.2163 | 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 | -89737 | -256893 | -392570 | 321633 | -113369 | -241084 |
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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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