Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1823745.6502 | 1730088.7745 | 93656.8757 | 1501266.3813 | 450372.0384 | 1050894.3428 |
Total P&L (%) | 1823.7457 | 1730.0888 | 93.6569 | 1501.2664 | 450.372 | 1050.8943 |
Avg Daily Profit (%) | 0.9832 | 0.9327 | 0.0505 | 0.1496 | 0.092 | 0.1318 |
Buy And Hold Return (%) | 59.7997 | 59.7997 | 59.7997 | 59.7997 | 59.7997 | 59.7997 |
Max Trade Drawdown | -99879 | -92141 | -96812 | -3832020 | -3132595 | -1114016 |
Profit Factor | 3.9074 | 7.0924 | 1.2728 | 1.1068 | 1.0653 | 1.1469 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 38.4615 | 33.8983 | 43.1034 | 38.4615 | 33.8983 | 43.1034 |
Ratio Avg Win / Avg Loss | 6.2519 | 13.8301 | 1.6801 | 1.7709 | 2.0773 | 1.5139 |
Largest Winning Trade | 1673489 | 1673489 | 64298 | 1965701 | 1965701 | 1098008 |
Largest Losing Trade | -34152 | -16322 | -34152 | -892199 | -730332 | -892199 |
Avg Bars in Trades | 183 | 158 | 209 | 183 | 158 | 209 |
Avg Bars in Winners | 358 | 337 | 374 | 358 | 337 | 374 |
Avg Bars in Losers | 75 | 67 | 84 | 75 | 67 | 84 |
Bars Traded | 21526 | 9361 | 12165 | 21526 | 9361 | 12165 |
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 | 581116 | -161410 | -316977 | -98967 | -400987 | -257221 |
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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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