Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1013147.3492 | 928930.1827 | 84217.1665 | 2511353.9054 | 612838.7601 | 1898515.1453 |
Total P&L (%) | 1013.1473 | 928.9302 | 84.2172 | 2511.3539 | 612.8388 | 1898.5151 |
Avg Daily Profit (%) | 0.4292 | 0.3936 | 0.0357 | 0.1383 | 0.0832 | 0.127 |
Buy And Hold Return (%) | 383.2513 | 383.2513 | 383.2513 | 383.2513 | 383.2513 | 383.2513 |
Max Trade Drawdown | -83592 | -110706 | -77970 | -2811722 | -3659396 | -2152333 |
Profit Factor | 2.5125 | 3.8699 | 1.2433 | 1.1882 | 1.0751 | 1.3664 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 54.3689 | 57.6923 | 50.9804 | 54.3689 | 57.6923 | 50.9804 |
Ratio Avg Win / Avg Loss | 2.1087 | 2.8379 | 1.1955 | 0.9973 | 0.7884 | 1.3138 |
Largest Winning Trade | 450505 | 450505 | 56487 | 2391711 | 2391711 | 1585910 |
Largest Losing Trade | -77970 | -29687 | -77970 | -1249557 | -1004429 | -1249557 |
Avg Bars in Trades | 67 | 48 | 86 | 67 | 48 | 86 |
Avg Bars in Winners | 66 | 38 | 98 | 66 | 38 | 98 |
Avg Bars in Losers | 68 | 62 | 72 | 68 | 62 | 72 |
Bars Traded | 6921 | 2534 | 4387 | 6921 | 2534 | 4387 |
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 | 439154 | -166463 | -491201 | -22554 | -409587 | -203910 |
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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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