Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1368368.1303 | 1320471.2574 | 47896.8729 | 2363529.0839 | 1998478.7243 | 365050.3597 |
Total P&L (%) | 1368.3681 | 1320.4713 | 47.8969 | 2363.5291 | 1998.4787 | 365.0504 |
Avg Daily Profit (%) | 0.7542 | 0.7278 | 0.0264 | 0.1768 | 0.1679 | 0.0848 |
Buy And Hold Return (%) | 540.4914 | 540.4914 | 540.4914 | 540.4914 | 540.4914 | 540.4914 |
Max Trade Drawdown | -103440 | -82412 | -53433 | -5428007 | -4540654 | -1934919 |
Profit Factor | 3.1733 | 4.5298 | 1.1874 | 1.1442 | 1.1958 | 1.0591 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 33.5878 | 30.7692 | 36.3636 | 33.5878 | 30.7692 | 36.3636 |
Ratio Avg Win / Avg Loss | 6.2745 | 10.1921 | 2.078 | 2.2624 | 2.6905 | 1.8533 |
Largest Winning Trade | 720727 | 720727 | 68534 | 3959159 | 3959159 | 1426425 |
Largest Losing Trade | -23254 | -23254 | -22689 | -1153712 | -1153712 | -717059 |
Avg Bars in Trades | 53 | 69 | 36 | 53 | 69 | 36 |
Avg Bars in Winners | 102 | 136 | 73 | 102 | 136 | 73 |
Avg Bars in Losers | 28 | 39 | 15 | 28 | 39 | 15 |
Bars Traded | 6965 | 4533 | 2432 | 6965 | 4533 | 2432 |
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 | 333957 | -123372 | -466377 | -60881 | -138235 | -529802 |
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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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