Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1210412.1716 | 1062031.4347 | 148380.7369 | 11126382.1933 | 12263484.48 | -1137102.2867 |
Total P&L (%) | 1210.4122 | 1062.0314 | 148.3807 | 11126.3822 | 12263.4845 | -1137.1023 |
Avg Daily Profit (%) | 0.668 | 0.5861 | 0.0819 | 0.2609 | 0.2662 | 0 |
Buy And Hold Return (%) | 184.6939 | 184.6939 | 184.6939 | 184.6939 | 184.6939 | 184.6939 |
Max Trade Drawdown | -72250 | -55982 | -52423 | -13421631 | -9840074 | -7824858 |
Profit Factor | 3.7097 | 6.1862 | 1.6134 | 1.2705 | 1.6844 | 0.951 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Profitability (%) | 37.3984 | 39.3443 | 35.4839 | 37.3984 | 39.3443 | 35.4839 |
Ratio Avg Win / Avg Loss | 6.2097 | 9.5371 | 2.9334 | 2.1267 | 2.5968 | 1.7291 |
Largest Winning Trade | 594250 | 594250 | 72366 | 11714402 | 11714402 | 4311366 |
Largest Losing Trade | -20025 | -20025 | -18714 | -2264950 | -1773485 | -2264950 |
Avg Bars in Trades | 56 | 50 | 62 | 56 | 50 | 62 |
Avg Bars in Winners | 115 | 107 | 125 | 115 | 107 | 125 |
Avg Bars in Losers | 20 | 12 | 27 | 20 | 12 | 27 |
Bars Traded | 6914 | 3057 | 3857 | 6914 | 3057 | 3857 |
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 | 504523 | -147069 | -406449 | 179939 | -154307 | -738103 |
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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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