Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1480508.4948 | 1432059.8577 | 48448.6371 | 2214769.6937 | 1442509.3919 | 772260.3018 |
Total P&L (%) | 1480.5085 | 1432.0599 | 48.4486 | 2214.7697 | 1442.5094 | 772.2603 |
Avg Daily Profit (%) | 0.7864 | 0.7607 | 0.0257 | 0.167 | 0.1454 | 0.1151 |
Buy And Hold Return (%) | 450.7471 | 450.7471 | 450.7471 | 450.7471 | 450.7471 | 450.7471 |
Max Trade Drawdown | -109788 | -78082 | -61445 | -5988953 | -3582076 | -3141340 |
Profit Factor | 3.3741 | 5.4035 | 1.1624 | 1.1259 | 1.1418 | 1.104 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 30 | 9 | 21 | 30 | 9 | 21 |
Losing Trades | 69 | 41 | 28 | 69 | 41 | 28 |
Profitability (%) | 30.303 | 18 | 42.8571 | 30.303 | 18 | 42.8571 |
Ratio Avg Win / Avg Loss | 7.7604 | 24.6161 | 1.5498 | 2.5895 | 5.2016 | 1.472 |
Largest Winning Trade | 777938 | 777938 | 59213 | 4268507 | 4268507 | 1773508 |
Largest Losing Trade | -37800 | -23050 | -37800 | -1452182 | -1160628 | -1452182 |
Avg Bars in Trades | 54 | 43 | 65 | 54 | 43 | 65 |
Avg Bars in Winners | 129 | 149 | 120 | 129 | 149 | 120 |
Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
Bars Traded | 5377 | 2176 | 3201 | 5377 | 2176 | 3201 |
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 | 332896 | -223032 | -367774 | -82021 | -305828 | -156521 |
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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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