Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240605.4234 | 1116044.1899 | 124561.2335 | 4728966.898 | 4288696.6913 | 440270.2066 |
Total P&L (%) | 1240.6054 | 1116.0442 | 124.5612 | 4728.9669 | 4288.6967 | 440.2702 |
Avg Daily Profit (%) | 0.5957 | 0.5359 | 0.0598 | 0.1864 | 0.1818 | 0.081 |
Buy And Hold Return (%) | 84.3629 | 84.3629 | 84.3629 | 84.3629 | 84.3629 | 84.3629 |
Max Trade Drawdown | -162285 | -112408 | -180884 | -4847059 | -2853730 | -2983971 |
Profit Factor | 2.6774 | 4.0409 | 1.3343 | 1.2601 | 1.4434 | 1.0517 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 38.2979 | 31.9149 | 44.6809 | 38.2979 | 31.9149 | 44.6809 |
Ratio Avg Win / Avg Loss | 4.3135 | 8.6205 | 1.652 | 2.0302 | 3.0793 | 1.3022 |
Largest Winning Trade | 361989 | 361989 | 83237 | 3907992 | 3907992 | 1306766 |
Largest Losing Trade | -45847 | -37051 | -45847 | -1907213 | -1253550 | -1907213 |
Avg Bars in Trades | 260 | 241 | 279 | 260 | 241 | 279 |
Avg Bars in Winners | 456 | 491 | 432 | 456 | 491 | 432 |
Avg Bars in Losers | 138 | 124 | 156 | 138 | 124 | 156 |
Bars Traded | 24476 | 11339 | 13137 | 24476 | 11339 | 13137 |
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 | 440180 | 397744 | -131174 | 164593 | 108048 | -251549 |
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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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