Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2839816.9737 | 2715671.9283 | 124145.0454 | 7385026.5311 | 5970465.5595 | 1414560.9715 |
Total P&L (%) | 2839.817 | 2715.6719 | 124.145 | 7385.0265 | 5970.4656 | 1414.561 |
Avg Daily Profit (%) | 1.3631 | 1.3035 | 0.0596 | 0.2074 | 0.1973 | 0.1305 |
Buy And Hold Return (%) | 167.871 | 167.871 | 167.871 | 167.871 | 167.871 | 167.871 |
Max Trade Drawdown | -93937 | -49713 | -89951 | -8500194 | -4466194 | -8821671 |
Profit Factor | 4.8256 | 8.9538 | 1.3097 | 1.1332 | 1.2293 | 1.0481 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Losing Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Profitability (%) | 43.7158 | 47.2527 | 40.2174 | 43.7158 | 47.2527 | 40.2174 |
Ratio Avg Win / Avg Loss | 6.213 | 9.995 | 1.9468 | 1.459 | 1.3723 | 1.558 |
Largest Winning Trade | 2546685 | 2546685 | 51609 | 6606478 | 6606478 | 4184464 |
Largest Losing Trade | -34742 | -31151 | -34742 | -3831930 | -2102572 | -3831930 |
Avg Bars in Trades | 134 | 130 | 137 | 134 | 130 | 137 |
Avg Bars in Winners | 206 | 176 | 241 | 206 | 176 | 241 |
Avg Bars in Losers | 77 | 89 | 67 | 77 | 89 | 67 |
Bars Traded | 24523 | 11903 | 12620 | 24523 | 11903 | 12620 |
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 | 714108 | 747067 | -281989 | -67369 | 226333 | -188945 |
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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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