Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1137804.8718 | 1026185.989 | 111618.8828 | 21876602.0633 | 19796682.09 | 2079919.9733 |
Total P&L (%) | 1137.8049 | 1026.186 | 111.6189 | 21876.6021 | 19796.6821 | 2079.92 |
Avg Daily Profit (%) | 0.455 | 0.4104 | 0.0446 | 0.2159 | 0.2119 | 0.1233 |
Buy And Hold Return (%) | 1810.2502 | 1810.2502 | 1810.2502 | 1810.2502 | 1810.2502 | 1810.2502 |
Max Trade Drawdown | -93984 | -84014 | -60288 | -40072924 | -15548957 | -25111866 |
Profit Factor | 2.7061 | 4.4551 | 1.3017 | 1.3265 | 1.6618 | 1.0561 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 51.7483 | 49.2958 | 54.1667 | 51.7483 | 49.2958 | 54.1667 |
Ratio Avg Win / Avg Loss | 2.5232 | 4.5824 | 1.1015 | 1.2368 | 1.7093 | 0.8936 |
Largest Winning Trade | 496918 | 496918 | 41584 | 14167615 | 14167615 | 10393198 |
Largest Losing Trade | -37816 | -23440 | -37816 | -14444050 | -4467836 | -14444050 |
Avg Bars in Trades | 68 | 64 | 71 | 68 | 64 | 71 |
Avg Bars in Winners | 85 | 82 | 88 | 85 | 82 | 88 |
Avg Bars in Losers | 49 | 46 | 52 | 49 | 46 | 52 |
Bars Traded | 9724 | 4549 | 5175 | 9724 | 4549 | 5175 |
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 | -149792 | -235778 | -377611 | 324873 | -75944 | -386548 |
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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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