Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1278766.7818 | 1192893.7062 | 85873.0756 | 2129857.8948 | 924881.6566 | 1204976.2382 |
Total P&L (%) | 1278.7668 | 1192.8937 | 85.8731 | 2129.8579 | 924.8817 | 1204.9762 |
Avg Daily Profit (%) | 0.7044 | 0.6571 | 0.0473 | 0.1712 | 0.1283 | 0.1416 |
Buy And Hold Return (%) | 362.218 | 362.218 | 362.218 | 362.218 | 362.218 | 362.218 |
Max Trade Drawdown | -110254 | -130924 | -38281 | -3466763 | -3352984 | -425847 |
Profit Factor | 2.9916 | 3.325 | 1.6656 | 1.1901 | 1.1058 | 1.4898 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 44 | 13 | 31 | 44 | 13 | 31 |
Losing Trades | 91 | 54 | 37 | 91 | 54 | 37 |
Profitability (%) | 32.5926 | 19.403 | 45.5882 | 32.5926 | 19.403 | 45.5882 |
Ratio Avg Win / Avg Loss | 6.1871 | 13.8114 | 1.988 | 2.4614 | 4.5933 | 1.7782 |
Largest Winning Trade | 748359 | 748359 | 38957 | 1880523 | 1880523 | 687838 |
Largest Losing Trade | -31452 | -31452 | -12381 | -680945 | -680945 | -308098 |
Avg Bars in Trades | 75 | 134 | 17 | 75 | 134 | 17 |
Avg Bars in Winners | 150 | 438 | 30 | 150 | 438 | 30 |
Avg Bars in Losers | 38 | 61 | 6 | 38 | 61 | 6 |
Bars Traded | 10159 | 9004 | 1156 | 10159 | 9004 | 1156 |
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 | 324404 | -155989 | -403253 | -9655 | -299354 | -114946 |
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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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