Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1056115.0944 | 949721.2864 | 106393.8081 | 8060937.2308 | 5703347.8675 | 2357589.3633 |
Total P&L (%) | 1056.1151 | 949.7213 | 106.3938 | 8060.9372 | 5703.3479 | 2357.5894 |
Avg Daily Profit (%) | 0.5807 | 0.5222 | 0.0585 | 0.2423 | 0.2235 | 0.1762 |
Buy And Hold Return (%) | 764.6136 | 764.6136 | 764.6136 | 764.6136 | 764.6136 | 764.6136 |
Max Trade Drawdown | -85823 | -57890 | -98385 | -5141102 | -5185450 | -3232847 |
Profit Factor | 2.2002 | 3.2695 | 1.2305 | 1.2352 | 1.3204 | 1.1431 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 111 | 49 | 62 | 111 | 49 | 62 |
Losing Trades | 135 | 74 | 61 | 135 | 74 | 61 |
Profitability (%) | 45.122 | 39.8374 | 50.4065 | 45.122 | 39.8374 | 50.4065 |
Ratio Avg Win / Avg Loss | 2.6759 | 4.9376 | 1.2107 | 1.5022 | 1.9941 | 1.1246 |
Largest Winning Trade | 324936 | 324936 | 71506 | 6893576 | 6893576 | 2139470 |
Largest Losing Trade | -42932 | -16159 | -42932 | -1553304 | -1553304 | -1523239 |
Avg Bars in Trades | 21 | 23 | 20 | 21 | 23 | 20 |
Avg Bars in Winners | 32 | 39 | 27 | 32 | 39 | 27 |
Avg Bars in Losers | 12 | 12 | 13 | 12 | 12 | 13 |
Bars Traded | 5370 | 2856 | 2514 | 5370 | 2856 | 2514 |
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 | -32023 | -77320 | -280820 | 319185 | 203644 | -58232 |
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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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