Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1224876.6613 | 1136185.5754 | 88691.0859 | 2010174.0422 | 1155444.5097 | 854729.5325 |
Total P&L (%) | 1224.8767 | 1136.1856 | 88.6911 | 2010.174 | 1155.4445 | 854.7295 |
Avg Daily Profit (%) | 0.6532 | 0.6059 | 0.0473 | 0.1627 | 0.135 | 0.1204 |
Buy And Hold Return (%) | 220.8649 | 220.8649 | 220.8649 | 220.8649 | 220.8649 | 220.8649 |
Max Trade Drawdown | -117870 | -73624 | -83992 | -1594825 | -1626054 | -1510124 |
Profit Factor | 3.0443 | 4.694 | 1.3042 | 1.1964 | 1.2172 | 1.1738 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 81 | 46 | 35 | 81 | 46 | 35 |
Profitability (%) | 42.5532 | 35.2113 | 50 | 42.5532 | 35.2113 | 50 |
Ratio Avg Win / Avg Loss | 4.1098 | 8.6369 | 1.3042 | 1.6151 | 2.2397 | 1.1738 |
Largest Winning Trade | 793118 | 793118 | 62645 | 1276245 | 1276245 | 1079955 |
Largest Losing Trade | -51615 | -22566 | -51615 | -502537 | -459566 | -502537 |
Avg Bars in Trades | 78 | 58 | 98 | 78 | 58 | 98 |
Avg Bars in Winners | 132 | 111 | 147 | 132 | 111 | 147 |
Avg Bars in Losers | 38 | 30 | 50 | 38 | 30 | 50 |
Bars Traded | 11100 | 4181 | 6919 | 11100 | 4181 | 6919 |
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 | 512430 | -74869 | -389874 | 63990 | -105582 | -158018 |
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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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