Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1702860.4539 | 1599077.6566 | 103782.7973 | 6641702.0723 | 6399097.5742 | 242604.4981 |
Total P&L (%) | 1702.8605 | 1599.0777 | 103.7828 | 6641.7021 | 6399.0976 | 242.6045 |
Avg Daily Profit (%) | 0.7551 | 0.709 | 0.046 | 0.1869 | 0.1853 | 0.0546 |
Buy And Hold Return (%) | 353.3981 | 353.3981 | 353.3981 | 353.3981 | 353.3981 | 353.3981 |
Max Trade Drawdown | -108318 | -72422 | -102246 | -10685616 | -7017269 | -6442903 |
Profit Factor | 3.4584 | 5.7545 | 1.2913 | 1.1668 | 1.3349 | 1.0117 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 38.4615 | 33.8983 | 43.1034 | 38.4615 | 33.8983 | 43.1034 |
Ratio Avg Win / Avg Loss | 5.5335 | 11.2213 | 1.7045 | 1.8668 | 2.6031 | 1.3355 |
Largest Winning Trade | 1066649 | 1066649 | 58920 | 6687182 | 6687182 | 3245565 |
Largest Losing Trade | -44785 | -43301 | -44785 | -3698839 | -2641653 | -3698839 |
Avg Bars in Trades | 73 | 56 | 90 | 73 | 56 | 90 |
Avg Bars in Winners | 143 | 106 | 172 | 143 | 106 | 172 |
Avg Bars in Losers | 29 | 31 | 27 | 29 | 31 | 27 |
Bars Traded | 8576 | 3348 | 5228 | 8576 | 3348 | 5228 |
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 | 494115 | -164238 | -478822 | -32223 | -173899 | -676146 |
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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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