Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1154461.0503 | 1027518.4099 | 126942.6404 | 7695363.1887 | 8456782.882 | -761419.6933 |
Total P&L (%) | 1154.4611 | 1027.5184 | 126.9426 | 7695.3632 | 8456.7829 | -761.4197 |
Avg Daily Profit (%) | 0.6389 | 0.5686 | 0.0703 | 0.2414 | 0.2465 | 0 |
Buy And Hold Return (%) | 241.7214 | 241.7214 | 241.7214 | 241.7214 | 241.7214 | 241.7214 |
Max Trade Drawdown | -76704 | -57372 | -57026 | -9274490 | -6813687 | -6049871 |
Profit Factor | 3.5872 | 5.8957 | 1.5371 | 1.2869 | 1.7246 | 0.9498 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Profitability (%) | 40.1869 | 43.3962 | 37.037 | 40.1869 | 43.3962 | 37.037 |
Ratio Avg Win / Avg Loss | 5.3391 | 7.6901 | 2.6131 | 1.9153 | 2.2495 | 1.6146 |
Largest Winning Trade | 563407 | 563407 | 72531 | 7678016 | 7678016 | 3033090 |
Largest Losing Trade | -37134 | -37134 | -24253 | -1905102 | -1662667 | -1905102 |
Avg Bars in Trades | 33 | 30 | 35 | 33 | 30 | 35 |
Avg Bars in Winners | 61 | 56 | 68 | 61 | 56 | 68 |
Avg Bars in Losers | 13 | 10 | 16 | 13 | 10 | 16 |
Bars Traded | 3534 | 1599 | 1935 | 3534 | 1599 | 1935 |
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 | 485414 | -164982 | -447369 | 215074 | -170919 | -763096 |
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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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