Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1611315.6946 | 1540900.2468 | 70415.4477 | 4773022.4886 | 11871048.1183 | -7098025.6298 |
Total P&L (%) | 1611.3157 | 1540.9002 | 70.4154 | 4773.0225 | 11871.0481 | -7098.0256 |
Avg Daily Profit (%) | 0.8861 | 0.8473 | 0.0387 | 0.2139 | 0.2635 | 0 |
Buy And Hold Return (%) | 602.8916 | 602.8916 | 602.8916 | 602.8916 | 602.8916 | 602.8916 |
Max Trade Drawdown | -121478 | -85309 | -73725 | -15642582 | -9705282 | -10844852 |
Profit Factor | 3.1114 | 5.3236 | 1.1731 | 1.0895 | 1.5011 | 0.7607 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 42.6357 | 43.75 | 41.5385 | 42.6357 | 43.75 | 41.5385 |
Ratio Avg Win / Avg Loss | 4.1863 | 6.8447 | 1.651 | 1.4658 | 1.9299 | 1.0706 |
Largest Winning Trade | 1150883 | 1150883 | 66205 | 5190637 | 5190637 | 3186038 |
Largest Losing Trade | -29251 | -21531 | -29251 | -4324331 | -3486279 | -4324331 |
Avg Bars in Trades | 55 | 49 | 60 | 55 | 49 | 60 |
Avg Bars in Winners | 91 | 81 | 102 | 91 | 81 | 102 |
Avg Bars in Losers | 27 | 24 | 30 | 27 | 24 | 30 |
Bars Traded | 7101 | 3173 | 3928 | 7101 | 3173 | 3928 |
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 | 477420 | -124155 | -471195 | -116483 | -130884 | -714360 |
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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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