Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1011011.4087 | 898095.8573 | 112915.5513 | 8244510.4167 | 5924683.9094 | 2319826.5073 |
Total P&L (%) | 1011.0114 | 898.0959 | 112.9156 | 8244.5104 | 5924.6839 | 2319.8265 |
Avg Daily Profit (%) | 0.5551 | 0.4931 | 0.062 | 0.2432 | 0.2253 | 0.1751 |
Buy And Hold Return (%) | 720.8712 | 720.8712 | 720.8712 | 720.8712 | 720.8712 | 720.8712 |
Max Trade Drawdown | -98847 | -77056 | -78077 | -6958827 | -6353862 | -3017276 |
Profit Factor | 2.3694 | 3.4196 | 1.3076 | 1.2706 | 1.3603 | 1.1653 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 51.4493 | 49.2754 | 53.6232 | 51.4493 | 49.2754 | 53.6232 |
Ratio Avg Win / Avg Loss | 2.2359 | 3.5201 | 1.1309 | 1.199 | 1.4003 | 1.0079 |
Largest Winning Trade | 273217 | 273217 | 55619 | 4812310 | 4812310 | 2942107 |
Largest Losing Trade | -41425 | -37735 | -41425 | -2534114 | -2534114 | -1842295 |
Avg Bars in Trades | 51 | 54 | 47 | 51 | 54 | 47 |
Avg Bars in Winners | 65 | 69 | 62 | 65 | 69 | 62 |
Avg Bars in Losers | 35 | 39 | 31 | 35 | 39 | 31 |
Bars Traded | 7046 | 3744 | 3302 | 7046 | 3744 | 3302 |
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 | -24420 | -174448 | -376999 | 319115 | -93533 | -134948 |
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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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