Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1923017.4016 | 1820414.6921 | 102602.7096 | 5079602.1712 | 486310.7483 | 4593291.4229 |
Total P&L (%) | 1923.0174 | 1820.4147 | 102.6027 | 5079.6022 | 486.3107 | 4593.2914 |
Avg Daily Profit (%) | 0.8528 | 0.8073 | 0.0455 | 0.1752 | 0.0785 | 0.1708 |
Buy And Hold Return (%) | 268.6842 | 268.6842 | 268.6842 | 268.6842 | 268.6842 | 268.6842 |
Max Trade Drawdown | -89803 | -101723 | -37651 | -6001828 | -6620124 | -2653286 |
Profit Factor | 4.218 | 5.6668 | 1.4945 | 1.1662 | 1.023 | 1.4852 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 45.0382 | 37.8788 | 52.3077 | 45.0382 | 37.8788 | 52.3077 |
Ratio Avg Win / Avg Loss | 5.1474 | 9.2936 | 1.3626 | 1.4231 | 1.6778 | 1.3541 |
Largest Winning Trade | 1386856 | 1386856 | 43471 | 5168591 | 5168591 | 2422712 |
Largest Losing Trade | -31836 | -31836 | -21590 | -2287058 | -2287058 | -1290002 |
Avg Bars in Trades | 99 | 118 | 79 | 99 | 118 | 79 |
Avg Bars in Winners | 163 | 235 | 109 | 163 | 235 | 109 |
Avg Bars in Losers | 46 | 47 | 45 | 46 | 47 | 45 |
Bars Traded | 12981 | 7839 | 5143 | 12981 | 7839 | 5143 |
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 | 678632 | -107865 | -428020 | -31506 | -419575 | -122377 |
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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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