Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1438062.0537 | 1384017.2962 | 54044.7574 | 4159723.1763 | 5446347.8815 | -1286624.7053 |
Total P&L (%) | 1438.0621 | 1384.0173 | 54.0448 | 4159.7232 | 5446.3479 | -1286.6247 |
Avg Daily Profit (%) | 0.79 | 0.7603 | 0.0297 | 0.2063 | 0.2209 | 0 |
Buy And Hold Return (%) | 557.5612 | 557.5612 | 557.5612 | 557.5612 | 557.5612 | 557.5612 |
Max Trade Drawdown | -96619 | -77980 | -67068 | -8886365 | -5789831 | -5206040 |
Profit Factor | 2.9994 | 5.3368 | 1.1351 | 1.1424 | 1.4209 | 0.921 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 33.8346 | 30.303 | 37.3134 | 33.8346 | 30.303 | 37.3134 |
Ratio Avg Win / Avg Loss | 5.8654 | 12.2746 | 1.9069 | 2.234 | 3.2681 | 1.5472 |
Largest Winning Trade | 875843 | 875843 | 77586 | 5118599 | 5118599 | 2272201 |
Largest Losing Trade | -35089 | -17210 | -35089 | -2920733 | -1115441 | -2920733 |
Avg Bars in Trades | 53 | 49 | 57 | 53 | 49 | 57 |
Avg Bars in Winners | 108 | 107 | 109 | 108 | 107 | 109 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 7116 | 3288 | 3828 | 7116 | 3288 | 3828 |
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 | 338049 | -114922 | -511728 | -60642 | -121968 | -699892 |
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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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