Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2277866.3699 | 2202504.198 | 75362.1718 | 3199539.1911 | 2089681.0248 | 1109858.1662 |
Total P&L (%) | 2277.8664 | 2202.5042 | 75.3622 | 3199.5392 | 2089.681 | 1109.8582 |
Avg Daily Profit (%) | 1.0938 | 1.0576 | 0.0362 | 0.168 | 0.1483 | 0.1198 |
Buy And Hold Return (%) | 441.6889 | 441.6889 | 441.6889 | 441.6889 | 441.6889 | 441.6889 |
Max Trade Drawdown | -121394 | -71324 | -104783 | -3886626 | -1682457 | -3287543 |
Profit Factor | 4.2642 | 7.3177 | 1.2158 | 1.1872 | 1.2489 | 1.1276 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Losing Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Profitability (%) | 45.0382 | 49.2308 | 40.9091 | 45.0382 | 49.2308 | 40.9091 |
Ratio Avg Win / Avg Loss | 5.2038 | 7.5463 | 1.7562 | 1.4487 | 1.2879 | 1.6288 |
Largest Winning Trade | 2032427 | 2032427 | 44293 | 3062405 | 3062405 | 1666319 |
Largest Losing Trade | -43047 | -43047 | -31711 | -1023434 | -907527 | -1023434 |
Avg Bars in Trades | 187 | 178 | 197 | 187 | 178 | 197 |
Avg Bars in Winners | 271 | 246 | 301 | 271 | 246 | 301 |
Avg Bars in Losers | 119 | 112 | 125 | 119 | 112 | 125 |
Bars Traded | 24599 | 11583 | 13016 | 24599 | 11583 | 13016 |
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 | 643154 | -111406 | -437646 | -8466 | -128418 | -243267 |
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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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