Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2313774.7905 | 2217760.7761 | 96014.0144 | 4718279.7767 | 5430769.5597 | -712489.7831 |
Total P&L (%) | 2313.7748 | 2217.7608 | 96.014 | 4718.2798 | 5430.7696 | -712.4898 |
Avg Daily Profit (%) | 1.1111 | 1.065 | 0.0461 | 0.1862 | 0.1929 | 0 |
Buy And Hold Return (%) | 495.0256 | 495.0256 | 495.0256 | 495.0256 | 495.0256 | 495.0256 |
Max Trade Drawdown | -81640 | -73558 | -77662 | -5600921 | -3283061 | -3506357 |
Profit Factor | 4.4314 | 8.2485 | 1.2607 | 1.1628 | 1.4037 | 0.9541 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 33.557 | 30.6667 | 36.4865 | 33.557 | 30.6667 | 36.4865 |
Ratio Avg Win / Avg Loss | 8.7742 | 18.6488 | 2.1945 | 2.3024 | 3.1737 | 1.6608 |
Largest Winning Trade | 2047597 | 2047597 | 49943 | 7460657 | 7460657 | 2335277 |
Largest Losing Trade | -43149 | -21702 | -43149 | -2374082 | -1525045 | -2374082 |
Avg Bars in Trades | 166 | 149 | 183 | 166 | 149 | 183 |
Avg Bars in Winners | 389 | 355 | 419 | 389 | 355 | 419 |
Avg Bars in Losers | 53 | 57 | 47 | 53 | 57 | 47 |
Bars Traded | 24746 | 11176 | 13570 | 24746 | 11176 | 13570 |
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 | 474861 | -44347 | -365869 | -38373 | -54670 | -647713 |
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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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