Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155076.6673 | 1106081.8497 | 48994.8176 | 141619.0916 | -477146.4828 | 618765.5744 |
Total P&L (%) | 1155.0767 | 1106.0819 | 48.9948 | 141.6191 | -477.1465 | 618.7656 |
Avg Daily Profit (%) | 0.6013 | 0.5758 | 0.0255 | 0.0459 | 0 | 0.1027 |
Buy And Hold Return (%) | 23.0154 | 23.0154 | 23.0154 | 23.0154 | 23.0154 | 23.0154 |
Max Trade Drawdown | -225282 | -165879 | -92148 | -2297934 | -1599131 | -806449 |
Profit Factor | 2.8936 | 4.4653 | 1.1685 | 1.03 | 0.8003 | 1.265 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 42.1488 | 36.6667 | 47.541 | 42.1488 | 36.6667 | 47.541 |
Ratio Avg Win / Avg Loss | 3.9716 | 7.7127 | 1.2894 | 1.4137 | 1.3823 | 1.3958 |
Largest Winning Trade | 1180672 | 1180672 | 35948 | 693846 | 693846 | 584852 |
Largest Losing Trade | -38954 | -38954 | -35215 | -756118 | -427068 | -756118 |
Avg Bars in Trades | 45 | 61 | 31 | 45 | 61 | 31 |
Avg Bars in Winners | 64 | 100 | 37 | 64 | 100 | 37 |
Avg Bars in Losers | 32 | 38 | 25 | 32 | 38 | 25 |
Bars Traded | 5562 | 3668 | 1894 | 5562 | 3668 | 1894 |
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 | 513363 | -155990 | -362661 | -322410 | -753754 | -218187 |
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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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