Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1252320.6981 | 1168845.0563 | 83475.6417 | 2183566.9272 | 994783.6919 | 1188783.2354 |
Total P&L (%) | 1252.3207 | 1168.8451 | 83.4756 | 2183.5669 | 994.7837 | 1188.7832 |
Avg Daily Profit (%) | 0.6011 | 0.561 | 0.0401 | 0.1503 | 0.1149 | 0.1228 |
Buy And Hold Return (%) | 183.8751 | 183.8751 | 183.8751 | 183.8751 | 183.8751 | 183.8751 |
Max Trade Drawdown | -103760 | -77924 | -71536 | -7804909 | -4414538 | -5442923 |
Profit Factor | 2.9757 | 4.132 | 1.3202 | 1.0749 | 1.0604 | 1.0937 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Profitability (%) | 37.6543 | 32.0988 | 43.2099 | 37.6543 | 32.0988 | 43.2099 |
Ratio Avg Win / Avg Loss | 4.927 | 8.7408 | 1.7352 | 1.7798 | 2.2432 | 1.4375 |
Largest Winning Trade | 856249 | 856249 | 55884 | 3559336 | 3559336 | 3019015 |
Largest Losing Trade | -24116 | -24116 | -18219 | -1047628 | -1047628 | -803237 |
Avg Bars in Trades | 152 | 164 | 140 | 152 | 164 | 140 |
Avg Bars in Winners | 295 | 370 | 239 | 295 | 370 | 239 |
Avg Bars in Losers | 65 | 66 | 64 | 65 | 66 | 64 |
Bars Traded | 24666 | 13297 | 11369 | 24666 | 13297 | 11369 |
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 | 470544 | -1066 | -318440 | -133352 | -212072 | -161075 |
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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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