Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1659200.6169 | 1521227.3111 | 137973.3058 | 24528506.1227 | 9136929.1722 | 15391576.9505 |
Total P&L (%) | 1659.2006 | 1521.2273 | 137.9733 | 24528.5061 | 9136.9292 | 15391.577 |
Avg Daily Profit (%) | 0.7338 | 0.6728 | 0.061 | 0.2438 | 0.2004 | 0.2233 |
Buy And Hold Return (%) | 487.041 | 487.041 | 487.041 | 487.041 | 487.041 | 487.041 |
Max Trade Drawdown | -72844 | -72169 | -86210 | -16880479 | -9028424 | -8211181 |
Profit Factor | 4.3346 | 7.1457 | 1.5518 | 1.6062 | 1.4132 | 1.8388 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 31.5385 | 29.2308 | 33.8462 | 31.5385 | 29.2308 | 33.8462 |
Ratio Avg Win / Avg Loss | 9.4094 | 17.3001 | 3.0331 | 3.4867 | 3.4215 | 3.5941 |
Largest Winning Trade | 1015489 | 1015489 | 58610 | 14084532 | 9478501 | 14084532 |
Largest Losing Trade | -43211 | -19476 | -43211 | -3591784 | -3591784 | -3505950 |
Avg Bars in Trades | 32 | 34 | 29 | 32 | 34 | 29 |
Avg Bars in Winners | 79 | 86 | 73 | 79 | 86 | 73 |
Avg Bars in Losers | 10 | 13 | 7 | 10 | 13 | 7 |
Bars Traded | 4197 | 2265 | 1932 | 4197 | 2265 | 1932 |
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 | 371626 | -125520 | -412448 | 166241 | -133198 | -126236 |
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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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