Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2532440.5537 | 2384341.9989 | 148098.5548 | 11726479.2888 | 3676587.7678 | 8049891.521 |
Total P&L (%) | 2532.4406 | 2384.342 | 148.0986 | 11726.4793 | 3676.5878 | 8049.8915 |
Avg Daily Profit (%) | 1.1425 | 1.0757 | 0.0668 | 0.2156 | 0.164 | 0.1987 |
Buy And Hold Return (%) | 174.807 | 174.807 | 174.807 | 174.807 | 174.807 | 174.807 |
Max Trade Drawdown | -88404 | -83771 | -58883 | -13242555 | -10924871 | -4128994 |
Profit Factor | 4.2281 | 6.5037 | 1.4216 | 1.2613 | 1.1387 | 1.4381 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 111 | 60 | 51 | 111 | 60 | 51 |
Profitability (%) | 30.625 | 25 | 36.25 | 30.625 | 25 | 36.25 |
Ratio Avg Win / Avg Loss | 9.5778 | 19.5111 | 2.5 | 2.8572 | 3.4162 | 2.529 |
Largest Winning Trade | 2104323 | 2104323 | 51615 | 7021749 | 5842698 | 7021749 |
Largest Losing Trade | -38162 | -38162 | -23095 | -4033476 | -4033476 | -1704295 |
Avg Bars in Trades | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Winners | 55 | 70 | 45 | 55 | 70 | 45 |
Avg Bars in Losers | 13 | 15 | 12 | 13 | 15 | 12 |
Bars Traded | 4257 | 2312 | 1945 | 4257 | 2312 | 1945 |
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 | 513846 | -27061 | -292085 | 97581 | -108082 | -14461 |
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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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