Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2662809.7716 | 2513320.7125 | 149489.059 | 7651335.6035 | 4558915.7917 | 3092419.8117 |
Total P&L (%) | 2662.8098 | 2513.3207 | 149.4891 | 7651.3356 | 4558.9158 | 3092.4198 |
Avg Daily Profit (%) | 1.2043 | 1.1367 | 0.0676 | 0.197 | 0.1739 | 0.1568 |
Buy And Hold Return (%) | 376.2295 | 376.2295 | 376.2295 | 376.2295 | 376.2295 | 376.2295 |
Max Trade Drawdown | -130559 | -77358 | -154007 | -3966142 | -3581569 | -3023260 |
Profit Factor | 4.501 | 7.8103 | 1.3818 | 1.3622 | 1.391 | 1.3266 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 40.5172 | 37.931 | 43.1034 | 40.5172 | 37.931 | 43.1034 |
Ratio Avg Win / Avg Loss | 6.6079 | 12.7806 | 1.824 | 1.9998 | 2.2762 | 1.7512 |
Largest Winning Trade | 2285620 | 2285620 | 48155 | 4528575 | 4528575 | 1601358 |
Largest Losing Trade | -51462 | -44861 | -51462 | -2432467 | -1781782 | -2432467 |
Avg Bars in Trades | 36 | 41 | 32 | 36 | 41 | 32 |
Avg Bars in Winners | 56 | 65 | 48 | 56 | 65 | 48 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 4273 | 2385 | 1887 | 4273 | 2385 | 1887 |
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 | 632385 | -163253 | -449477 | 223449 | -175460 | -173711 |
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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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