Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1692997.2619 | 1608351.5864 | 84645.6755 | 4553643.659 | 1053774.1042 | 3499869.5548 |
Total P&L (%) | 1692.9973 | 1608.3516 | 84.6457 | 4553.6437 | 1053.7741 | 3499.8696 |
Avg Daily Profit (%) | 0.9014 | 0.8563 | 0.0451 | 0.2047 | 0.1303 | 0.191 |
Buy And Hold Return (%) | 310.1105 | 310.1105 | 310.1105 | 310.1105 | 310.1105 | 310.1105 |
Max Trade Drawdown | -76899 | -111790 | -66734 | -2324670 | -3779537 | -1820292 |
Profit Factor | 3.6784 | 5.3254 | 1.3253 | 1.3105 | 1.1134 | 1.6513 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 54 | 16 | 38 | 54 | 16 | 38 |
Losing Trades | 69 | 45 | 24 | 69 | 45 | 24 |
Profitability (%) | 43.9024 | 26.2295 | 61.2903 | 43.9024 | 26.2295 | 61.2903 |
Ratio Avg Win / Avg Loss | 4.7002 | 14.9776 | 0.837 | 1.6746 | 3.1315 | 1.0429 |
Largest Winning Trade | 950513 | 950513 | 48912 | 2596200 | 2596200 | 1395076 |
Largest Losing Trade | -30831 | -30831 | -29916 | -872738 | -872738 | -670457 |
Avg Bars in Trades | 180 | 219 | 142 | 180 | 219 | 142 |
Avg Bars in Winners | 257 | 440 | 179 | 257 | 440 | 179 |
Avg Bars in Losers | 120 | 141 | 82 | 120 | 141 | 82 |
Bars Traded | 22217 | 13396 | 8821 | 22217 | 13396 | 8821 |
Profit Streak | 0 | 35.7703 | 0 | 0 | 35.7703 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 612277 | -165771 | -452638 | 262514 | -301871 | -142739 |
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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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