Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1732904.3139 | 1705070.2388 | 27834.0752 | 1492594.0347 | 1191123.8034 | 301470.2313 |
Total P&L (%) | 1732.9043 | 1705.0702 | 27.8341 | 1492.594 | 1191.1238 | 301.4702 |
Avg Daily Profit (%) | 0.9279 | 0.913 | 0.0149 | 0.1483 | 0.1371 | 0.0745 |
Buy And Hold Return (%) | 429.6578 | 429.6578 | 429.6578 | 429.6578 | 429.6578 | 429.6578 |
Max Trade Drawdown | -134822 | -80285 | -76686 | -6947907 | -4657368 | -4852603 |
Profit Factor | 3.376 | 5.5745 | 1.0781 | 1.0541 | 1.0826 | 1.0229 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 31.5385 | 26.1538 | 36.9231 | 31.5385 | 26.1538 | 36.9231 |
Ratio Avg Win / Avg Loss | 7.3284 | 15.7398 | 1.8417 | 2.2881 | 3.0567 | 1.7474 |
Largest Winning Trade | 1136994 | 1136994 | 61998 | 3614454 | 3614454 | 2388971 |
Largest Losing Trade | -35106 | -20383 | -35106 | -2792162 | -1542077 | -2792162 |
Avg Bars in Trades | 28 | 22 | 34 | 28 | 22 | 34 |
Avg Bars in Winners | 66 | 57 | 72 | 66 | 57 | 72 |
Avg Bars in Losers | 10 | 9 | 12 | 10 | 9 | 12 |
Bars Traded | 3669 | 1436 | 2233 | 3669 | 1436 | 2233 |
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 | 395382 | -137179 | -609312 | -163793 | -297942 | -590592 |
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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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