Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1618280.2021 | 1519195.6873 | 99084.5148 | 2554056.055 | -646152.4355 | 3200208.4905 |
Total P&L (%) | 1618.2802 | 1519.1957 | 99.0845 | 2554.0561 | -646.1524 | 3200.2085 |
Avg Daily Profit (%) | 0.9044 | 0.849 | 0.0554 | 0.1834 | 0 | 0.1956 |
Buy And Hold Return (%) | 256.1557 | 256.1557 | 256.1557 | 256.1557 | 256.1557 | 256.1557 |
Max Trade Drawdown | -112267 | -102050 | -154016 | -3032244 | -2562239 | -1430242 |
Profit Factor | 3.52 | 5.7456 | 1.3077 | 1.2989 | 0.8815 | 2.0345 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 59 | 36 | 23 | 59 | 36 | 23 |
Profitability (%) | 48.2456 | 36.8421 | 59.6491 | 48.2456 | 36.8421 | 59.6491 |
Ratio Avg Win / Avg Loss | 3.776 | 9.8497 | 0.8846 | 1.3934 | 1.5111 | 1.3763 |
Largest Winning Trade | 1234096 | 1234096 | 58467 | 860030 | 860030 | 773149 |
Largest Losing Trade | -54349 | -22233 | -54349 | -791098 | -791098 | -520342 |
Avg Bars in Trades | 91 | 77 | 104 | 91 | 77 | 104 |
Avg Bars in Winners | 139 | 153 | 130 | 139 | 153 | 130 |
Avg Bars in Losers | 46 | 33 | 65 | 46 | 33 | 65 |
Bars Traded | 10381 | 4416 | 5965 | 10381 | 4416 | 5965 |
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 | 688746 | -164612 | -465091 | 273367 | -763450 | -168048 |
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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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