Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2057733.8697 | 1988874.1694 | 68859.7003 | 1214736.7584 | 1159421.902 | 55314.8564 |
Total P&L (%) | 2057.7339 | 1988.8742 | 68.8597 | 1214.7368 | 1159.4219 | 55.3149 |
Avg Daily Profit (%) | 1.1144 | 1.0771 | 0.0373 | 0.1396 | 0.1373 | 0.0238 |
Buy And Hold Return (%) | 140.6181 | 140.6181 | 140.6181 | 140.6181 | 140.6181 | 140.6181 |
Max Trade Drawdown | -94197 | -89695 | -61730 | -1813632 | -1275286 | -1095523 |
Profit Factor | 4.7421 | 7.2832 | 1.2951 | 1.1685 | 1.2872 | 1.0174 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 35.2381 | 33.9623 | 36.5385 | 35.2381 | 33.9623 | 36.5385 |
Ratio Avg Win / Avg Loss | 8.7151 | 14.1617 | 2.2494 | 2.1475 | 2.5029 | 1.7671 |
Largest Winning Trade | 1912107 | 1912107 | 60544 | 1811282 | 1811282 | 719454 |
Largest Losing Trade | -29563 | -29563 | -16024 | -429910 | -413349 | -429910 |
Avg Bars in Trades | 103 | 119 | 87 | 103 | 119 | 87 |
Avg Bars in Winners | 210 | 253 | 169 | 210 | 253 | 169 |
Avg Bars in Losers | 45 | 50 | 39 | 45 | 50 | 39 |
Bars Traded | 10865 | 6334 | 4531 | 10865 | 6334 | 4531 |
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 | 560996 | -164635 | -492986 | -45793 | -194796 | -712322 |
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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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