Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 983439.7632 | 883109.2945 | 100330.4687 | 5672568.9034 | 5271615.1041 | 400953.7993 |
Total P&L (%) | 983.4398 | 883.1093 | 100.3305 | 5672.5689 | 5271.6151 | 400.9538 |
Avg Daily Profit (%) | 0.4472 | 0.4016 | 0.0456 | 0.1846 | 0.1813 | 0.0733 |
Buy And Hold Return (%) | 564.4578 | 564.4578 | 564.4578 | 564.4578 | 564.4578 | 564.4578 |
Max Trade Drawdown | -82228 | -59099 | -123177 | -2575644 | -1782461 | -1591884 |
Profit Factor | 2.4869 | 4.4581 | 1.2471 | 1.5848 | 2.0661 | 1.0843 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 53.4351 | 46.9697 | 60 | 53.4351 | 46.9697 | 60 |
Ratio Avg Win / Avg Loss | 2.1671 | 5.0333 | 0.8314 | 1.381 | 2.3327 | 0.7229 |
Largest Winning Trade | 373312 | 373312 | 64048 | 4264646 | 4264646 | 858501 |
Largest Losing Trade | -59349 | -25360 | -59349 | -1591884 | -1139547 | -1591884 |
Avg Bars in Trades | 32 | 26 | 39 | 32 | 26 | 39 |
Avg Bars in Winners | 40 | 34 | 45 | 40 | 34 | 45 |
Avg Bars in Losers | 23 | 19 | 30 | 23 | 19 | 30 |
Bars Traded | 4300 | 1738 | 2562 | 4300 | 1738 | 2562 |
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 | 254735 | -117992 | -430040 | 378826 | -113552 | -520670 |
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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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