Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1350061.4886 | 1213966.0281 | 136095.4605 | 10720439.4808 | 4975167.5533 | 5745271.9275 |
Total P&L (%) | 1350.0615 | 1213.966 | 136.0955 | 10720.4395 | 4975.1676 | 5745.2719 |
Avg Daily Profit (%) | 0.5399 | 0.4855 | 0.0544 | 0.1875 | 0.1572 | 0.1628 |
Buy And Hold Return (%) | 558.457 | 558.457 | 558.457 | 558.457 | 558.457 | 558.457 |
Max Trade Drawdown | -80120 | -50311 | -67747 | -6573793 | -4927645 | -6693959 |
Profit Factor | 3.1566 | 4.9984 | 1.4221 | 1.3749 | 1.3262 | 1.4305 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 41.4634 | 37.0968 | 45.9016 | 41.4634 | 37.0968 | 45.9016 |
Ratio Avg Win / Avg Loss | 4.4564 | 8.4756 | 1.6761 | 1.941 | 2.2488 | 1.686 |
Largest Winning Trade | 783067 | 783067 | 51759 | 6002624 | 6002624 | 2862843 |
Largest Losing Trade | -36563 | -35403 | -36563 | -3436035 | -1887745 | -3436035 |
Avg Bars in Trades | 59 | 56 | 63 | 59 | 56 | 63 |
Avg Bars in Winners | 100 | 108 | 92 | 100 | 108 | 92 |
Avg Bars in Losers | 31 | 25 | 38 | 31 | 25 | 38 |
Bars Traded | 7378 | 3517 | 3861 | 7378 | 3517 | 3861 |
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 | 355530 | -146935 | -447351 | 237237 | -150449 | -153561 |
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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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