Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1359889.6503 | 1349988.5349 | 9901.1154 | 550206.1138 | 420856.6464 | 129349.4674 |
Total P&L (%) | 1359.8897 | 1349.9885 | 9.9011 | 550.2061 | 420.8566 | 129.3495 |
Avg Daily Profit (%) | 0.7482 | 0.7428 | 0.0054 | 0.1031 | 0.0908 | 0.0457 |
Buy And Hold Return (%) | 654.2426 | 654.2426 | 654.2426 | 654.2426 | 654.2426 | 654.2426 |
Max Trade Drawdown | -122441 | -113352 | -66747 | -2573850 | -2215568 | -1110922 |
Profit Factor | 3.0077 | 4.0928 | 1.0411 | 1.0575 | 1.0655 | 1.0412 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 43.8017 | 33.3333 | 54.0984 | 43.8017 | 33.3333 | 54.0984 |
Ratio Avg Win / Avg Loss | 3.859 | 8.1856 | 0.8834 | 1.3568 | 2.1311 | 0.8834 |
Largest Winning Trade | 848250 | 848250 | 27400 | 1859697 | 1859697 | 351667 |
Largest Losing Trade | -51161 | -51161 | -28827 | -1124157 | -1124157 | -639390 |
Avg Bars in Trades | 85 | 146 | 25 | 85 | 146 | 25 |
Avg Bars in Winners | 92 | 192 | 31 | 92 | 192 | 31 |
Avg Bars in Losers | 80 | 123 | 17 | 80 | 123 | 17 |
Bars Traded | 10346 | 8814 | 1532 | 10346 | 8814 | 1532 |
Profit Streak | 0 | 71.4699 | 0 | 0 | 71.4699 | 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 | 360499 | -162041 | -689162 | -380086 | -560174 | -635438 |
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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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