Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1284133.703 | 1250693.0372 | 33440.6658 | 1213668.6554 | 988420.4501 | 225248.2053 |
Total P&L (%) | 1284.1337 | 1250.693 | 33.4407 | 1213.6687 | 988.4205 | 225.2482 |
Avg Daily Profit (%) | 0.7056 | 0.6872 | 0.0184 | 0.1416 | 0.1313 | 0.0648 |
Buy And Hold Return (%) | 654.5917 | 654.5917 | 654.5917 | 654.5917 | 654.5917 | 654.5917 |
Max Trade Drawdown | -135572 | -151757 | -28486 | -2390159 | -2594066 | -485078 |
Profit Factor | 3.0793 | 3.4455 | 1.315 | 1.1408 | 1.1389 | 1.1494 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 42.4779 | 33.9286 | 50.8772 | 42.4779 | 33.9286 | 50.8772 |
Ratio Avg Win / Avg Loss | 4.1699 | 6.7097 | 1.2697 | 1.5448 | 2.2179 | 1.1097 |
Largest Winning Trade | 832392 | 832392 | 13996 | 1449282 | 1449282 | 224693 |
Largest Losing Trade | -37754 | -37754 | -13982 | -698333 | -698333 | -269766 |
Avg Bars in Trades | 61 | 118 | 4 | 61 | 118 | 4 |
Avg Bars in Winners | 78 | 189 | 5 | 78 | 189 | 5 |
Avg Bars in Losers | 48 | 82 | 3 | 48 | 82 | 3 |
Bars Traded | 6930 | 6652 | 278 | 6930 | 6652 | 278 |
Profit Streak | 0 | 161.3549 | 0 | 0 | 161.3549 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305022 | -174310 | -513573 | -78649 | -279740 | -508047 |
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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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