Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2156996.1293 | 1985762.2745 | 171233.8548 | 16232537.4554 | 4779112.203 | 11453425.2524 |
Total P&L (%) | 2156.9961 | 1985.7623 | 171.2339 | 16232.5375 | 4779.1122 | 11453.4253 |
Avg Daily Profit (%) | 0.9566 | 0.8807 | 0.0759 | 0.2262 | 0.1726 | 0.2109 |
Buy And Hold Return (%) | 275.6032 | 275.6032 | 275.6032 | 275.6032 | 275.6032 | 275.6032 |
Max Trade Drawdown | -110908 | -66398 | -103444 | -5197903 | -4481686 | -1997666 |
Profit Factor | 4.67 | 7.2874 | 1.6298 | 1.5993 | 1.2863 | 2.1023 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 50 | 18 | 32 | 50 | 18 | 32 |
Losing Trades | 88 | 51 | 37 | 88 | 51 | 37 |
Profitability (%) | 36.2319 | 26.087 | 46.3768 | 36.2319 | 26.087 | 46.3768 |
Ratio Avg Win / Avg Loss | 8.2192 | 20.6478 | 1.8844 | 2.8148 | 3.6445 | 2.4307 |
Largest Winning Trade | 1417860 | 1417860 | 48816 | 5140377 | 4993335 | 5140377 |
Largest Losing Trade | -24991 | -14921 | -24991 | -1144131 | -1144131 | -1078014 |
Avg Bars in Trades | 96 | 83 | 109 | 96 | 83 | 109 |
Avg Bars in Winners | 209 | 229 | 197 | 209 | 229 | 197 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 13309 | 5769 | 7540 | 13309 | 5769 | 7540 |
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 | 571177 | -105218 | -357610 | 226710 | -118067 | -91239 |
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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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