Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2421667.2703 | 2403862.2598 | 17805.0105 | 367651.2994 | 526946.1764 | -159294.877 |
Total P&L (%) | 2421.6673 | 2403.8623 | 17.805 | 367.6513 | 526.9462 | -159.2949 |
Avg Daily Profit (%) | 1.3087 | 1.299 | 0.0096 | 0.0834 | 0.0992 | 0 |
Buy And Hold Return (%) | 113.5327 | 113.5327 | 113.5327 | 113.5327 | 113.5327 | 113.5327 |
Max Trade Drawdown | -157799 | -102213 | -92499 | -2045796 | -1504312 | -1154431 |
Profit Factor | 3.6345 | 5.9729 | 1.0409 | 1.0462 | 1.1233 | 0.9568 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 40.4412 | 35.2941 | 45.5882 | 40.4412 | 35.2941 | 45.5882 |
Ratio Avg Win / Avg Loss | 5.3526 | 10.9504 | 1.2423 | 1.5408 | 2.0593 | 1.1419 |
Largest Winning Trade | 2246117 | 2246117 | 52891 | 1908028 | 1908028 | 478596 |
Largest Losing Trade | -49255 | -49255 | -44680 | -695193 | -579001 | -695193 |
Avg Bars in Trades | 79 | 113 | 44 | 79 | 113 | 44 |
Avg Bars in Winners | 129 | 217 | 60 | 129 | 217 | 60 |
Avg Bars in Losers | 45 | 57 | 31 | 45 | 57 | 31 |
Bars Traded | 10755 | 7739 | 3016 | 10755 | 7739 | 3016 |
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 | 613583 | -93069 | -632516 | -256472 | -260703 | -690285 |
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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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