Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1675573.2915 | 1595346.3491 | 80226.9425 | 3359850.3297 | 1124140.3744 | 2235709.9553 |
Total P&L (%) | 1675.5733 | 1595.3463 | 80.2269 | 3359.8503 | 1124.1404 | 2235.71 |
Avg Daily Profit (%) | 0.7089 | 0.675 | 0.0339 | 0.1501 | 0.106 | 0.1334 |
Buy And Hold Return (%) | 423.6005 | 423.6005 | 423.6005 | 423.6005 | 423.6005 | 423.6005 |
Max Trade Drawdown | -133999 | -139790 | -113690 | -1944050 | -1670285 | -1207874 |
Profit Factor | 3.3496 | 5.4873 | 1.2243 | 1.3975 | 1.2487 | 1.5685 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 46.1538 | 44.6154 | 47.6923 | 46.1538 | 44.6154 | 47.6923 |
Ratio Avg Win / Avg Loss | 3.9079 | 6.8119 | 1.3428 | 1.6304 | 1.5501 | 1.7203 |
Largest Winning Trade | 1271231 | 1271231 | 51713 | 1433353 | 1433353 | 1363177 |
Largest Losing Trade | -51996 | -51996 | -47299 | -995301 | -534639 | -995301 |
Avg Bars in Trades | 69 | 64 | 74 | 69 | 64 | 74 |
Avg Bars in Winners | 105 | 103 | 106 | 105 | 103 | 106 |
Avg Bars in Losers | 39 | 33 | 45 | 39 | 33 | 45 |
Bars Traded | 9076 | 4215 | 4861 | 9076 | 4215 | 4861 |
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 | 553661 | -116232 | -446281 | 297023 | -187597 | -145407 |
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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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