Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1580245.2896 | 1508517.2127 | 71728.0769 | 2808203.227 | 2213317.4735 | 594885.7536 |
Total P&L (%) | 1580.2453 | 1508.5172 | 71.7281 | 2808.2032 | 2213.3175 | 594.8858 |
Avg Daily Profit (%) | 0.6968 | 0.6651 | 0.0316 | 0.1487 | 0.1386 | 0.0855 |
Buy And Hold Return (%) | 363.6964 | 363.6964 | 363.6964 | 363.6964 | 363.6964 | 363.6964 |
Max Trade Drawdown | -103342 | -91220 | -78692 | -5857068 | -5390962 | -2398201 |
Profit Factor | 3.4932 | 5.1418 | 1.266 | 1.1236 | 1.1596 | 1.0672 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 51.8868 | 49.0566 | 54.717 | 51.8868 | 49.0566 | 54.717 |
Ratio Avg Win / Avg Loss | 3.2391 | 5.3396 | 1.0478 | 1.0418 | 1.2042 | 0.8832 |
Largest Winning Trade | 1066579 | 1066579 | 31757 | 3882896 | 3882896 | 1324910 |
Largest Losing Trade | -43651 | -43651 | -30541 | -2791079 | -2791079 | -2246018 |
Avg Bars in Trades | 61 | 99 | 23 | 61 | 99 | 23 |
Avg Bars in Winners | 77 | 132 | 28 | 77 | 132 | 28 |
Avg Bars in Losers | 44 | 68 | 17 | 44 | 68 | 17 |
Bars Traded | 6527 | 5285 | 1242 | 6527 | 5285 | 1242 |
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 | 632745 | -162600 | -495705 | -78201 | -233617 | -415171 |
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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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