Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1176989.0992 | 1158951.471 | 18037.6283 | 1061983.8468 | 1425674.53 | -363690.6832 |
Total P&L (%) | 1176.9891 | 1158.9515 | 18.0376 | 1061.9838 | 1425.6745 | -363.6907 |
Avg Daily Profit (%) | 0.6494 | 0.6395 | 0.01 | 0.1354 | 0.1505 | 0 |
Buy And Hold Return (%) | 475.0567 | 475.0567 | 475.0567 | 475.0567 | 475.0567 | 475.0567 |
Max Trade Drawdown | -96438 | -93656 | -118730 | -1437167 | -1310006 | -698922 |
Profit Factor | 2.5527 | 4.2612 | 1.0448 | 1.1862 | 1.5429 | 0.8818 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 41.129 | 35.4839 | 46.7742 | 41.129 | 35.4839 | 46.7742 |
Ratio Avg Win / Avg Loss | 3.6539 | 7.7476 | 1.1889 | 1.6979 | 2.8053 | 1.0035 |
Largest Winning Trade | 707526 | 707526 | 75846 | 1095050 | 1095050 | 549914 |
Largest Losing Trade | -63157 | -26731 | -63157 | -473105 | -410293 | -473105 |
Avg Bars in Trades | 86 | 79 | 93 | 86 | 79 | 93 |
Avg Bars in Winners | 134 | 125 | 141 | 134 | 125 | 141 |
Avg Bars in Losers | 52 | 53 | 51 | 52 | 53 | 51 |
Bars Traded | 10723 | 4912 | 5811 | 10723 | 4912 | 5811 |
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 | 357119 | -145014 | -671996 | -34863 | -152919 | -734546 |
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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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