Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1514629.5616 | 1453707.462 | 60922.0996 | 479988.5832 | 185529.4677 | 294459.1155 |
Total P&L (%) | 1514.6296 | 1453.7075 | 60.9221 | 479.9886 | 185.5295 | 294.4591 |
Avg Daily Profit (%) | 0.8122 | 0.7795 | 0.0327 | 0.0943 | 0.0563 | 0.0736 |
Buy And Hold Return (%) | 10.8657 | 10.8657 | 10.8657 | 10.8657 | 10.8657 | 10.8657 |
Max Trade Drawdown | -130823 | -77744 | -105300 | -741758 | -695233 | -562897 |
Profit Factor | 3.2106 | 4.5818 | 1.2181 | 1.1061 | 1.0686 | 1.1617 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 40.1575 | 36.5079 | 43.75 | 40.1575 | 36.5079 | 43.75 |
Ratio Avg Win / Avg Loss | 4.7844 | 7.9684 | 1.5661 | 1.6483 | 1.8585 | 1.4937 |
Largest Winning Trade | 1413941 | 1413941 | 46801 | 852116 | 852116 | 243584 |
Largest Losing Trade | -30466 | -28868 | -30466 | -283212 | -283212 | -175037 |
Avg Bars in Trades | 173 | 223 | 124 | 173 | 223 | 124 |
Avg Bars in Winners | 274 | 383 | 185 | 274 | 383 | 185 |
Avg Bars in Losers | 105 | 131 | 77 | 105 | 131 | 77 |
Bars Traded | 22029 | 14065 | 7964 | 22029 | 14065 | 7964 |
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 | 569593 | -131726 | -291373 | -173249 | -413881 | -279166 |
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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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