Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1997428.3896 | 1921818.7553 | 75609.6343 | 850258.8893 | 8469921.5385 | -7619662.6492 |
Total P&L (%) | 1997.4284 | 1921.8188 | 75.6096 | 850.2589 | 8469.9215 | -7619.6626 |
Avg Daily Profit (%) | 1.1124 | 1.0703 | 0.0421 | 0.1255 | 0.2482 | 0 |
Buy And Hold Return (%) | 288.8252 | 288.8252 | 288.8252 | 288.8252 | 288.8252 | 288.8252 |
Max Trade Drawdown | -104226 | -117747 | -90173 | -9696733 | -1995125 | -9289633 |
Profit Factor | 3.863 | 6.5717 | 1.2144 | 1.0497 | 2.8104 | 0.3865 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 73 | 43 | 30 | 73 | 43 | 30 |
Profitability (%) | 45.9259 | 36.7647 | 55.2239 | 45.9259 | 36.7647 | 55.2239 |
Ratio Avg Win / Avg Loss | 4.5484 | 11.3033 | 0.9846 | 1.236 | 4.8339 | 0.3134 |
Largest Winning Trade | 1088558 | 1088558 | 62589 | 9350675 | 9350675 | 767031 |
Largest Losing Trade | -88969 | -36502 | -88969 | -9270602 | -415794 | -9270602 |
Avg Bars in Trades | 38 | 33 | 43 | 38 | 33 | 43 |
Avg Bars in Winners | 60 | 57 | 63 | 60 | 57 | 63 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 5195 | 2259 | 2936 | 5195 | 2259 | 2936 |
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 | 688151 | -92907 | -420550 | -195316 | -100791 | -696781 |
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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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