Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2714718.8687 | 2576581.3473 | 138137.5214 | 11329833.721 | 5049554.945 | 6280278.776 |
Total P&L (%) | 2714.7189 | 2576.5813 | 138.1375 | 11329.8337 | 5049.5549 | 6280.2788 |
Avg Daily Profit (%) | 1.3036 | 1.2373 | 0.0663 | 0.2278 | 0.1894 | 0.1998 |
Buy And Hold Return (%) | 451.8318 | 451.8318 | 451.8318 | 451.8318 | 451.8318 | 451.8318 |
Max Trade Drawdown | -103617 | -64802 | -90228 | -11805593 | -8574281 | -10037738 |
Profit Factor | 4.4396 | 7.6894 | 1.3419 | 1.1863 | 1.1584 | 1.2171 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 43.5294 | 40 | 47.0588 | 43.5294 | 40 | 47.0588 |
Ratio Avg Win / Avg Loss | 5.7595 | 11.5341 | 1.5096 | 1.539 | 1.7376 | 1.3692 |
Largest Winning Trade | 2335976 | 2335976 | 49056 | 5436653 | 5436653 | 4870640 |
Largest Losing Trade | -39129 | -38179 | -39129 | -4296139 | -4296139 | -3149764 |
Avg Bars in Trades | 145 | 138 | 153 | 145 | 138 | 153 |
Avg Bars in Winners | 227 | 219 | 235 | 227 | 219 | 235 |
Avg Bars in Losers | 82 | 84 | 80 | 82 | 84 | 80 |
Bars Traded | 24804 | 11748 | 13056 | 24804 | 11748 | 13056 |
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 | 673202 | 611755 | -270159 | -7834 | -41461 | 221119 |
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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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