Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1422568.36 | 1342047.9809 | 80520.3791 | 5941959.7626 | 4500678.6089 | 1441281.1538 |
Total P&L (%) | 1422.5684 | 1342.048 | 80.5204 | 5941.9598 | 4500.6786 | 1441.2812 |
Avg Daily Profit (%) | 0.7838 | 0.7394 | 0.0444 | 0.2262 | 0.2112 | 0.1508 |
Buy And Hold Return (%) | 595.23 | 595.23 | 595.23 | 595.23 | 595.23 | 595.23 |
Max Trade Drawdown | -140995 | -91965 | -78109 | -9318683 | -5604817 | -5669844 |
Profit Factor | 3.0948 | 4.946 | 1.2375 | 1.1989 | 1.2986 | 1.0974 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 107 | 59 | 48 | 107 | 59 | 48 |
Profitability (%) | 31.8471 | 24.359 | 39.2405 | 31.8471 | 24.359 | 39.2405 |
Ratio Avg Win / Avg Loss | 6.6228 | 15.3586 | 1.9162 | 2.5657 | 4.0325 | 1.6992 |
Largest Winning Trade | 812575 | 812575 | 74953 | 6110707 | 6110707 | 4440188 |
Largest Losing Trade | -30148 | -14381 | -30148 | -2023796 | -2023796 | -1272389 |
Avg Bars in Trades | 22 | 21 | 24 | 22 | 21 | 24 |
Avg Bars in Winners | 50 | 54 | 48 | 50 | 54 | 48 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 3558 | 1653 | 1905 | 3558 | 1653 | 1905 |
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 | 312913 | -51608 | -329483 | 61589 | -57500 | -139595 |
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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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