Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1724072.6905 | 1619571.9771 | 104500.7134 | 5181305.299 | 1688818.5261 | 3492486.773 |
Total P&L (%) | 1724.0727 | 1619.572 | 104.5007 | 5181.3053 | 1688.8185 | 3492.4868 |
Avg Daily Profit (%) | 0.7588 | 0.7128 | 0.046 | 0.1747 | 0.127 | 0.1578 |
Buy And Hold Return (%) | 282.4918 | 282.4918 | 282.4918 | 282.4918 | 282.4918 | 282.4918 |
Max Trade Drawdown | -123143 | -92924 | -73335 | -5580578 | -6297586 | -2635403 |
Profit Factor | 3.6094 | 5.3004 | 1.3678 | 1.2169 | 1.1145 | 1.3826 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 47.2727 | 41.8182 | 52.7273 | 47.2727 | 41.8182 | 52.7273 |
Ratio Avg Win / Avg Loss | 4.0259 | 7.3745 | 1.2263 | 1.3574 | 1.5505 | 1.2396 |
Largest Winning Trade | 1128128 | 1128128 | 50504 | 3147767 | 3147767 | 1577756 |
Largest Losing Trade | -39549 | -30728 | -39549 | -2635403 | -2469770 | -2635403 |
Avg Bars in Trades | 79 | 93 | 65 | 79 | 93 | 65 |
Avg Bars in Winners | 110 | 144 | 83 | 110 | 144 | 83 |
Avg Bars in Losers | 52 | 57 | 46 | 52 | 57 | 46 |
Bars Traded | 8774 | 5165 | 3609 | 8774 | 5165 | 3609 |
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 | 656033 | -163645 | -476460 | 238678 | -300457 | -171436 |
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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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