Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1031829.9332 | 949499.8415 | 82330.0918 | 5739343.9261 | 6240950.2681 | -501606.3419 |
Total P&L (%) | 1031.8299 | 949.4998 | 82.3301 | 5739.3439 | 6240.9503 | -501.6063 |
Avg Daily Profit (%) | 0.4743 | 0.4364 | 0.0378 | 0.1871 | 0.1909 | 0 |
Buy And Hold Return (%) | 407.0774 | 407.0774 | 407.0774 | 407.0774 | 407.0774 | 407.0774 |
Max Trade Drawdown | -118173 | -111788 | -55387 | -8296834 | -6577111 | -3572514 |
Profit Factor | 2.6315 | 3.89 | 1.2709 | 1.2538 | 1.498 | 0.9503 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 44.4444 | 44.8276 | 44.0678 | 44.4444 | 44.8276 | 44.0678 |
Ratio Avg Win / Avg Loss | 3.2893 | 4.7877 | 1.6131 | 1.5672 | 1.8437 | 1.2061 |
Largest Winning Trade | 274726 | 274726 | 69582 | 5813711 | 5813711 | 2747359 |
Largest Losing Trade | -49849 | -49849 | -29871 | -2318317 | -2318317 | -1353032 |
Avg Bars in Trades | 53 | 64 | 43 | 53 | 64 | 43 |
Avg Bars in Winners | 89 | 113 | 65 | 89 | 113 | 65 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 6301 | 3763 | 2538 | 6301 | 3763 | 2538 |
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 | 360940 | -169699 | -486099 | 251649 | -171701 | -758098 |
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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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