Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1206047.7885 | 1172092.9527 | 33954.8359 | 2066965.3897 | 2102586.1834 | -35620.7937 |
Total P&L (%) | 1206.0478 | 1172.093 | 33.9548 | 2066.9654 | 2102.5862 | -35.6208 |
Avg Daily Profit (%) | 0.6657 | 0.6469 | 0.0187 | 0.1699 | 0.1708 | -0.0243 |
Buy And Hold Return (%) | 488.0096 | 488.0096 | 488.0096 | 488.0096 | 488.0096 | 488.0096 |
Max Trade Drawdown | -146295 | -94393 | -77870 | -3919682 | -3120480 | -2138716 |
Profit Factor | 2.7591 | 4.2284 | 1.1053 | 1.158 | 1.2846 | 0.9937 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Profitability (%) | 38.5185 | 38.806 | 38.2353 | 38.5185 | 38.806 | 38.2353 |
Ratio Avg Win / Avg Loss | 4.404 | 6.6679 | 1.7854 | 1.8483 | 2.0258 | 1.6053 |
Largest Winning Trade | 644319 | 644319 | 75974 | 2735383 | 2735383 | 1497725 |
Largest Losing Trade | -46105 | -46105 | -31306 | -926913 | -926913 | -791514 |
Avg Bars in Trades | 52 | 44 | 59 | 52 | 44 | 59 |
Avg Bars in Winners | 86 | 65 | 107 | 86 | 65 | 107 |
Avg Bars in Losers | 31 | 32 | 30 | 31 | 32 | 30 |
Bars Traded | 7088 | 3011 | 4077 | 7088 | 3011 | 4077 |
Profit Streak | 0 | 7.924 | 0 | 0 | 7.924 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339451 | -105759 | -551246 | -43991 | -113694 | -692033 |
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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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