Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2578386.1712 | 2449796.7376 | 128589.4336 | 10437328.2661 | 3784570.0418 | 6652758.2244 |
Total P&L (%) | 2578.3862 | 2449.7967 | 128.5894 | 10437.3283 | 3784.57 | 6652.7582 |
Avg Daily Profit (%) | 1.1653 | 1.1072 | 0.0581 | 0.2107 | 0.1655 | 0.1906 |
Buy And Hold Return (%) | 180.5792 | 180.5792 | 180.5792 | 180.5792 | 180.5792 | 180.5792 |
Max Trade Drawdown | -122645 | -97820 | -76011 | -25420275 | -23075830 | -7056706 |
Profit Factor | 4.139 | 6.8333 | 1.3203 | 1.1108 | 1.068 | 1.1725 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 33.9623 | 32.5 | 35.443 | 33.9623 | 32.5 | 35.443 |
Ratio Avg Win / Avg Loss | 8.048 | 14.1922 | 2.4049 | 2.1599 | 2.2182 | 2.1357 |
Largest Winning Trade | 2183308 | 2183308 | 53125 | 11700601 | 11700601 | 7060550 |
Largest Losing Trade | -27082 | -27082 | -26250 | -4482215 | -4482215 | -3503404 |
Avg Bars in Trades | 39 | 43 | 35 | 39 | 43 | 35 |
Avg Bars in Winners | 79 | 89 | 70 | 79 | 89 | 70 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 6299 | 3515 | 2784 | 6299 | 3515 | 2784 |
Profit Streak | 0 | 0 | 34.4153 | 0 | 0 | 34.4153 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 548739 | -4302 | -311855 | -94827 | -163135 | -53743 |
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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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