Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1067331.1241 | 943132.7499 | 124198.3742 | 10928374.9291 | 7663715.0452 | 3264659.8839 |
Total P&L (%) | 1067.3311 | 943.1328 | 124.1984 | 10928.3749 | 7663.715 | 3264.6599 |
Avg Daily Profit (%) | 0.5852 | 0.5171 | 0.0681 | 0.2582 | 0.2389 | 0.1929 |
Buy And Hold Return (%) | 820.8728 | 820.8728 | 820.8728 | 820.8728 | 820.8728 | 820.8728 |
Max Trade Drawdown | -75928 | -52606 | -76993 | -3559948 | -3436342 | -2779478 |
Profit Factor | 2.3018 | 3.4529 | 1.2852 | 1.3957 | 1.5387 | 1.2438 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Losing Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Profitability (%) | 45.5026 | 48.9362 | 42.1053 | 45.5026 | 48.9362 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.7568 | 3.603 | 1.7672 | 1.6716 | 1.6056 | 1.7102 |
Largest Winning Trade | 280077 | 280077 | 63917 | 3317522 | 3317522 | 2022160 |
Largest Losing Trade | -48261 | -29761 | -48261 | -2077409 | -2077409 | -1607320 |
Avg Bars in Trades | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Winners | 55 | 44 | 69 | 55 | 44 | 69 |
Avg Bars in Losers | 20 | 25 | 17 | 20 | 25 | 17 |
Bars Traded | 6969 | 3260 | 3708 | 6969 | 3260 | 3708 |
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 | -57416 | -102806 | -270062 | 344002 | 371050 | 115762 |
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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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