Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2234019.9567 | 2115182.7947 | 118837.162 | 2299709.0214 | 442510.5584 | 1857198.463 |
Total P&L (%) | 2234.02 | 2115.1828 | 118.8372 | 2299.709 | 442.5106 | 1857.1985 |
Avg Daily Profit (%) | 1.2064 | 1.1423 | 0.0642 | 0.1718 | 0.0914 | 0.1607 |
Buy And Hold Return (%) | 42.3718 | 42.3718 | 42.3718 | 42.3718 | 42.3718 | 42.3718 |
Max Trade Drawdown | -107595 | -90504 | -79645 | -1968670 | -1682647 | -1107117 |
Profit Factor | 4.3634 | 7.016 | 1.3801 | 1.1912 | 1.0683 | 1.3345 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 41.3223 | 36.0656 | 46.6667 | 41.3223 | 36.0656 | 46.6667 |
Ratio Avg Win / Avg Loss | 6.1961 | 12.4375 | 1.5773 | 1.6915 | 1.8939 | 1.5251 |
Largest Winning Trade | 2031606 | 2031606 | 62551 | 1632684 | 1632684 | 1029446 |
Largest Losing Trade | -36248 | -36248 | -24542 | -773894 | -605455 | -773894 |
Avg Bars in Trades | 59 | 51 | 67 | 59 | 51 | 67 |
Avg Bars in Winners | 96 | 86 | 104 | 96 | 86 | 104 |
Avg Bars in Losers | 33 | 31 | 34 | 33 | 31 | 34 |
Bars Traded | 7173 | 3137 | 4036 | 7173 | 3137 | 4036 |
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 | 640559 | -145385 | -279315 | -4350 | -382602 | -161369 |
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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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