Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1293064.8714 | 1212099.0628 | 80965.8086 | 1240990.4322 | -263570.6325 | 1504561.0647 |
Total P&L (%) | 1293.0649 | 1212.0991 | 80.9658 | 1240.9904 | -263.5706 | 1504.5611 |
Avg Daily Profit (%) | 0.7212 | 0.676 | 0.0452 | 0.1449 | 0 | 0.1549 |
Buy And Hold Return (%) | 275.4847 | 275.4847 | 275.4847 | 275.4847 | 275.4847 | 275.4847 |
Max Trade Drawdown | -116412 | -91497 | -122072 | -1053355 | -1479109 | -548657 |
Profit Factor | 2.9952 | 4.6542 | 1.2559 | 1.1836 | 0.9356 | 1.5648 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 53.1746 | 47.619 | 58.7302 | 53.1746 | 47.619 | 58.7302 |
Ratio Avg Win / Avg Loss | 2.6376 | 5.1196 | 0.8825 | 1.0423 | 1.0292 | 1.0996 |
Largest Winning Trade | 833304 | 833304 | 65934 | 510964 | 510964 | 508735 |
Largest Losing Trade | -82966 | -33988 | -82966 | -396386 | -396386 | -298669 |
Avg Bars in Trades | 27 | 22 | 32 | 27 | 22 | 32 |
Avg Bars in Winners | 35 | 30 | 38 | 35 | 30 | 38 |
Avg Bars in Losers | 18 | 14 | 23 | 18 | 14 | 23 |
Bars Traded | 3443 | 1389 | 2054 | 3443 | 1389 | 2054 |
Profit Streak | 0 | 0 | 52.0423 | 0 | 0 | 52.0423 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 634712 | -129547 | -444364 | -18499 | -726439 | -135808 |
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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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