Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2697889.0614 | 2620867.3293 | 77021.7321 | 4735719.808 | 7461092.3183 | -2725372.5103 |
Total P&L (%) | 2697.8891 | 2620.8673 | 77.0217 | 4735.7198 | 7461.0923 | -2725.3725 |
Avg Daily Profit (%) | 1.2206 | 1.1857 | 0.0348 | 0.1756 | 0.1959 | 0 |
Buy And Hold Return (%) | 854.023 | 854.023 | 854.023 | 854.023 | 854.023 | 854.023 |
Max Trade Drawdown | -190081 | -114758 | -133895 | -12357661 | -7679344 | -5870042 |
Profit Factor | 4.2666 | 7.4279 | 1.1842 | 1.1557 | 1.4669 | 0.8113 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 35.5556 | 36.7647 | 34.3284 | 35.5556 | 36.7647 | 34.3284 |
Ratio Avg Win / Avg Loss | 7.7332 | 12.7759 | 2.2654 | 2.0947 | 2.523 | 1.552 |
Largest Winning Trade | 2328592 | 2328592 | 48502 | 13044793 | 13044793 | 1453246 |
Largest Losing Trade | -52241 | -36363 | -52241 | -4587796 | -4587796 | -4194345 |
Avg Bars in Trades | 96 | 93 | 99 | 96 | 93 | 99 |
Avg Bars in Winners | 181 | 171 | 192 | 181 | 171 | 192 |
Avg Bars in Losers | 49 | 47 | 51 | 49 | 47 | 51 |
Bars Traded | 13037 | 6349 | 6688 | 13037 | 6349 | 6688 |
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 | 452113 | -95626 | -451986 | -46569 | -104387 | -701052 |
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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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