Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1205570.6448 | 1176566.342 | 29004.3029 | 815011.484 | 752163.3396 | 62848.1444 |
Total P&L (%) | 1205.5706 | 1176.5663 | 29.0043 | 815.0115 | 752.1633 | 62.8481 |
Avg Daily Profit (%) | 0.664 | 0.648 | 0.016 | 0.122 | 0.1181 | 0.0269 |
Buy And Hold Return (%) | 620.797 | 620.797 | 620.797 | 620.797 | 620.797 | 620.797 |
Max Trade Drawdown | -115532 | -141049 | -32635 | -3148965 | -3130809 | -637252 |
Profit Factor | 2.8866 | 3.3251 | 1.2181 | 1.0676 | 1.0784 | 1.0255 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 46.0177 | 37.5 | 54.386 | 46.0177 | 37.5 | 54.386 |
Ratio Avg Win / Avg Loss | 3.3862 | 5.5418 | 1.0216 | 1.2523 | 1.7973 | 0.8601 |
Largest Winning Trade | 620535 | 620535 | 18883 | 2431095 | 2431095 | 343083 |
Largest Losing Trade | -46507 | -46507 | -14708 | -1112854 | -1112854 | -346903 |
Avg Bars in Trades | 44 | 83 | 7 | 44 | 83 | 7 |
Avg Bars in Winners | 53 | 122 | 7 | 53 | 122 | 7 |
Avg Bars in Losers | 37 | 59 | 7 | 37 | 59 | 7 |
Bars Traded | 5078 | 4662 | 416 | 5078 | 4662 | 416 |
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 | 323652 | -174557 | -516911 | -245630 | -453317 | -696116 |
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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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