Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1338605.2338 | 1264773.4643 | 73831.7695 | 4826902.7512 | 5061119.9727 | -234217.2215 |
Total P&L (%) | 1338.6052 | 1264.7735 | 73.8318 | 4826.9028 | 5061.12 | -234.2172 |
Avg Daily Profit (%) | 0.7348 | 0.6943 | 0.0405 | 0.2142 | 0.2167 | 0 |
Buy And Hold Return (%) | 419.7732 | 419.7732 | 419.7732 | 419.7732 | 419.7732 | 419.7732 |
Max Trade Drawdown | -87112 | -83036 | -77163 | -9089765 | -6510560 | -6602149 |
Profit Factor | 2.9377 | 4.862 | 1.2032 | 1.1685 | 1.3788 | 0.9847 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 35.5072 | 34.7826 | 36.2319 | 35.5072 | 34.7826 | 36.2319 |
Ratio Avg Win / Avg Loss | 5.3359 | 9.1163 | 2.1177 | 2.1223 | 2.5852 | 1.733 |
Largest Winning Trade | 699481 | 699481 | 75194 | 5322161 | 5322161 | 2854229 |
Largest Losing Trade | -46322 | -24424 | -46322 | -2714626 | -1302278 | -2714626 |
Avg Bars in Trades | 51 | 49 | 53 | 51 | 49 | 53 |
Avg Bars in Winners | 101 | 101 | 102 | 101 | 101 | 102 |
Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
Bars Traded | 7118 | 3435 | 3683 | 7118 | 3435 | 3683 |
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 | 360166 | -91019 | -411255 | -31219 | -98019 | -685312 |
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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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