Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1978897.6219 | 1924442.1681 | 54455.4538 | 2360742.3455 | 2049512.0317 | 311230.3138 |
Total P&L (%) | 1978.8976 | 1924.4422 | 54.4555 | 2360.7423 | 2049.512 | 311.2303 |
Avg Daily Profit (%) | 0.8775 | 0.8533 | 0.0241 | 0.1421 | 0.1361 | 0.0627 |
Buy And Hold Return (%) | 349.0385 | 349.0385 | 349.0385 | 349.0385 | 349.0385 | 349.0385 |
Max Trade Drawdown | -122606 | -88441 | -117166 | -5227760 | -4868453 | -2395798 |
Profit Factor | 3.5652 | 5.7972 | 1.1471 | 1.1128 | 1.1659 | 1.0363 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Profitability (%) | 29.5302 | 25.3333 | 33.7838 | 29.5302 | 25.3333 | 33.7838 |
Ratio Avg Win / Avg Loss | 8.5079 | 17.0866 | 2.2482 | 2.6556 | 3.4363 | 2.0311 |
Largest Winning Trade | 1618980 | 1618980 | 46773 | 3608759 | 3608759 | 1754551 |
Largest Losing Trade | -32797 | -32797 | -30421 | -1142395 | -1142395 | -847422 |
Avg Bars in Trades | 58 | 55 | 60 | 58 | 55 | 60 |
Avg Bars in Winners | 132 | 144 | 122 | 132 | 144 | 122 |
Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
Bars Traded | 8679 | 4181 | 4498 | 8679 | 4181 | 4498 |
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 | 346854 | -64702 | -454798 | -107829 | -133869 | -525213 |
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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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