Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1601050.6519 | 1547147.6437 | 53903.0082 | 1170703.9615 | 3012109.0969 | -1841405.1354 |
Total P&L (%) | 1601.0507 | 1547.1476 | 53.903 | 1170.704 | 3012.1091 | -1841.4051 |
Avg Daily Profit (%) | 0.8824 | 0.8527 | 0.0297 | 0.1402 | 0.1896 | 0 |
Buy And Hold Return (%) | 681.1951 | 681.1951 | 681.1951 | 681.1951 | 681.1951 | 681.1951 |
Max Trade Drawdown | -123127 | -112721 | -90880 | -4361057 | -3190070 | -2780181 |
Profit Factor | 2.9925 | 4.3245 | 1.1594 | 1.0786 | 1.3602 | 0.7179 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 53.3835 | 46.9697 | 59.7015 | 53.3835 | 46.9697 | 59.7015 |
Ratio Avg Win / Avg Loss | 2.6131 | 4.8825 | 0.7826 | 0.9419 | 1.5357 | 0.4846 |
Largest Winning Trade | 1027719 | 1027719 | 46726 | 1651055 | 1651055 | 924290 |
Largest Losing Trade | -76626 | -63877 | -76626 | -2171946 | -2171946 | -1365447 |
Avg Bars in Trades | 26 | 34 | 18 | 26 | 34 | 18 |
Avg Bars in Winners | 25 | 37 | 15 | 25 | 37 | 15 |
Avg Bars in Losers | 27 | 31 | 22 | 27 | 31 | 22 |
Bars Traded | 3499 | 2289 | 1210 | 3499 | 2289 | 1210 |
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 | 556866 | -110206 | -480981 | -148853 | -117971 | -695922 |
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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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