Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1524967.2432 | 1507363.5693 | 17603.674 | 411003.3795 | 2519760.3483 | -2108756.9688 |
Total P&L (%) | 1524.9672 | 1507.3636 | 17.6037 | 411.0034 | 2519.7603 | -2108.757 |
Avg Daily Profit (%) | 0.8414 | 0.8316 | 0.0097 | 0.09 | 0.1803 | 0 |
Buy And Hold Return (%) | 577.383 | 577.383 | 577.383 | 577.383 | 577.383 | 577.383 |
Max Trade Drawdown | -172063 | -138542 | -100770 | -4527621 | -2993301 | -2725280 |
Profit Factor | 2.7774 | 4.2186 | 1.0452 | 1.0338 | 1.4019 | 0.6426 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 45.6693 | 39.6825 | 51.5625 | 45.6693 | 39.6825 | 51.5625 |
Ratio Avg Win / Avg Loss | 3.3041 | 6.4123 | 0.9818 | 1.2298 | 2.1309 | 0.6036 |
Largest Winning Trade | 1015529 | 1015529 | 49392 | 1581155 | 1581155 | 920783 |
Largest Losing Trade | -81659 | -60857 | -81659 | -1642560 | -1642560 | -1252016 |
Avg Bars in Trades | 27 | 36 | 18 | 27 | 36 | 18 |
Avg Bars in Winners | 27 | 43 | 15 | 27 | 43 | 15 |
Avg Bars in Losers | 27 | 31 | 21 | 27 | 31 | 21 |
Bars Traded | 3497 | 2296 | 1201 | 3497 | 2296 | 1201 |
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 | 504092 | -134012 | -656832 | -422981 | -143181 | -719478 |
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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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