Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2484177.665 | 2414957.997 | 69219.668 | 3539423.0203 | 3179333.8232 | 360089.1971 |
Total P&L (%) | 2484.1777 | 2414.958 | 69.2197 | 3539.423 | 3179.3338 | 360.0892 |
Avg Daily Profit (%) | 1.1232 | 1.0919 | 0.0313 | 0.1627 | 0.1579 | 0.069 |
Buy And Hold Return (%) | 532.7255 | 532.7255 | 532.7255 | 532.7255 | 532.7255 | 532.7255 |
Max Trade Drawdown | -161644 | -87316 | -129642 | -10767669 | -5163112 | -9069930 |
Profit Factor | 3.9153 | 6.7947 | 1.159 | 1.0992 | 1.1894 | 1.0191 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Profitability (%) | 39.2857 | 38.5714 | 40 | 39.2857 | 38.5714 | 40 |
Ratio Avg Win / Avg Loss | 6.0509 | 10.8213 | 1.7385 | 1.6987 | 1.8943 | 1.5286 |
Largest Winning Trade | 2149341 | 2149341 | 49425 | 6017299 | 6017299 | 2816847 |
Largest Losing Trade | -43576 | -43576 | -38393 | -2929019 | -1654411 | -2929019 |
Avg Bars in Trades | 46 | 45 | 48 | 46 | 45 | 48 |
Avg Bars in Winners | 77 | 74 | 81 | 77 | 74 | 81 |
Avg Bars in Losers | 26 | 27 | 26 | 26 | 27 | 26 |
Bars Traded | 6579 | 3201 | 3378 | 6579 | 3201 | 3378 |
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 | 540620 | -78703 | -459731 | -106629 | -102954 | -563348 |
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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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