Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1367290.6183 | 1355230.6244 | 12059.9939 | 1032703.8133 | 2005399.4173 | -972695.604 |
Total P&L (%) | 1367.2906 | 1355.2306 | 12.06 | 1032.7038 | 2005.3994 | -972.6956 |
Avg Daily Profit (%) | 0.7546 | 0.7479 | 0.0067 | 0.134 | 0.1683 | 0 |
Buy And Hold Return (%) | 397.8002 | 397.8002 | 397.8002 | 397.8002 | 397.8002 | 397.8002 |
Max Trade Drawdown | -136486 | -88305 | -115082 | -1290054 | -885446 | -1195558 |
Profit Factor | 2.7694 | 4.5337 | 1.031 | 1.1542 | 1.6346 | 0.725 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Losing Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Profitability (%) | 43.1818 | 48.4848 | 37.8788 | 43.1818 | 48.4848 | 37.8788 |
Ratio Avg Win / Avg Loss | 3.6439 | 4.8171 | 1.6908 | 1.5187 | 1.7368 | 1.189 |
Largest Winning Trade | 801165 | 801165 | 74106 | 1227307 | 1227307 | 468497 |
Largest Losing Trade | -39364 | -39364 | -38264 | -449076 | -449076 | -245557 |
Avg Bars in Trades | 41 | 40 | 41 | 41 | 40 | 41 |
Avg Bars in Winners | 63 | 50 | 80 | 63 | 50 | 80 |
Avg Bars in Losers | 23 | 29 | 18 | 23 | 29 | 18 |
Bars Traded | 5414 | 2646 | 2768 | 5414 | 2646 | 2768 |
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 | 469382 | -107345 | -664215 | -69240 | -115213 | -708283 |
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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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