Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1130051.7923 | 995456.8148 | 134594.9775 | 11969774.979 | 9925367.4457 | 2044407.5333 |
Total P&L (%) | 1130.0518 | 995.4568 | 134.595 | 11969.775 | 9925.3674 | 2044.4075 |
Avg Daily Profit (%) | 0.5162 | 0.4547 | 0.0615 | 0.2192 | 0.2107 | 0.1401 |
Buy And Hold Return (%) | 497.0924 | 497.0924 | 497.0924 | 497.0924 | 497.0924 | 497.0924 |
Max Trade Drawdown | -89090 | -62958 | -103893 | -4653397 | -3001020 | -1769892 |
Profit Factor | 2.7915 | 4.3085 | 1.408 | 1.6844 | 1.9332 | 1.2983 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 46.6102 | 47.4576 | 45.7627 | 46.6102 | 47.4576 | 45.7627 |
Ratio Avg Win / Avg Loss | 3.1975 | 4.7701 | 1.6687 | 1.9295 | 2.1403 | 1.5388 |
Largest Winning Trade | 395364 | 395364 | 57434 | 7822616 | 7822616 | 1791218 |
Largest Losing Trade | -49219 | -37557 | -49219 | -2985812 | -2985812 | -1540103 |
Avg Bars in Trades | 55 | 51 | 58 | 55 | 51 | 58 |
Avg Bars in Winners | 78 | 72 | 84 | 78 | 72 | 84 |
Avg Bars in Losers | 35 | 33 | 36 | 35 | 33 | 36 |
Bars Traded | 6507 | 3046 | 3461 | 6507 | 3046 | 3461 |
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 | 359851 | -167038 | -453086 | 373964 | -165868 | -184833 |
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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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