Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1349312.065 | 1382605.4464 | -33293.3813 | 347999.0038 | 326161.8343 | 21837.1695 |
Total P&L (%) | 1349.3121 | 1382.6054 | -33.2934 | 347.999 | 326.1618 | 21.8372 |
Avg Daily Profit (%) | 0.6058 | 0.6208 | -0.0149 | 0.0674 | 0.0651 | 0.0089 |
Buy And Hold Return (%) | 461.204 | 461.204 | 461.204 | 461.204 | 461.204 | 461.204 |
Max Trade Drawdown | -137238 | -117678 | -51518 | -7520064 | -6791830 | -1043095 |
Profit Factor | 2.7334 | 3.2428 | 0.7945 | 1.0182 | 1.0194 | 1.0093 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Losing Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Profitability (%) | 53.0435 | 57.8947 | 48.2759 | 53.0435 | 57.8947 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.4197 | 2.3584 | 0.8512 | 0.9013 | 0.7414 | 1.0814 |
Largest Winning Trade | 1045958 | 1045958 | 15956 | 5967502 | 5967502 | 805413 |
Largest Losing Trade | -63904 | -63904 | -25472 | -2868482 | -2868482 | -478686 |
Avg Bars in Trades | 112 | 223 | 4 | 112 | 223 | 4 |
Avg Bars in Winners | 80 | 144 | 4 | 80 | 144 | 4 |
Avg Bars in Losers | 149 | 332 | 4 | 149 | 332 | 4 |
Bars Traded | 12994 | 12752 | 242 | 12994 | 12752 | 242 |
Profit Streak | 0 | 88.4473 | 0 | 0 | 88.4473 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512807 | -163753 | -761226 | -470269 | -651076 | -737490 |
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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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