Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240972.1049 | 1174560.0072 | 66412.0976 | 698868.4463 | 543662.4417 | 155206.0046 |
Total P&L (%) | 1240.9721 | 1174.56 | 66.4121 | 698.8684 | 543.6624 | 155.206 |
Avg Daily Profit (%) | 0.667 | 0.6313 | 0.0357 | 0.1118 | 0.1001 | 0.0504 |
Buy And Hold Return (%) | 90.437 | 90.437 | 90.437 | 90.437 | 90.437 | 90.437 |
Max Trade Drawdown | -90241 | -79692 | -92304 | -791444 | -536157 | -616363 |
Profit Factor | 3.0835 | 5.2889 | 1.2064 | 1.1946 | 1.3286 | 1.0801 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 47.1074 | 39.3443 | 55 | 47.1074 | 39.3443 | 55 |
Ratio Avg Win / Avg Loss | 3.4621 | 8.1537 | 0.9871 | 1.3413 | 2.0482 | 0.8837 |
Largest Winning Trade | 1108129 | 1108129 | 65550 | 809593 | 809593 | 350021 |
Largest Losing Trade | -31204 | -28667 | -31204 | -275424 | -196413 | -275424 |
Avg Bars in Trades | 59 | 52 | 66 | 59 | 52 | 66 |
Avg Bars in Winners | 86 | 84 | 87 | 86 | 84 | 87 |
Avg Bars in Losers | 35 | 31 | 40 | 35 | 31 | 40 |
Bars Traded | 7179 | 3195 | 3984 | 7179 | 3195 | 3984 |
Profit Streak | 0 | 0 | 16.7001 | 0 | 0 | 16.7001 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 616197 | -146371 | -481103 | -50686 | -224273 | -436447 |
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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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