Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1572219.2044 | 1474225.1358 | 97994.0686 | 7854599.4239 | 6576548.7204 | 1278050.7035 |
Total P&L (%) | 1572.2192 | 1474.2251 | 97.9941 | 7854.5994 | 6576.5487 | 1278.0507 |
Avg Daily Profit (%) | 0.8598 | 0.8062 | 0.0536 | 0.2396 | 0.23 | 0.1436 |
Buy And Hold Return (%) | 678.1038 | 678.1038 | 678.1038 | 678.1038 | 678.1038 | 678.1038 |
Max Trade Drawdown | -76285 | -57370 | -56797 | -4873971 | -4953315 | -4513959 |
Profit Factor | 3.0766 | 4.8731 | 1.2603 | 1.2231 | 1.3754 | 1.0723 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
Losing Trades | 127 | 69 | 58 | 127 | 69 | 58 |
Profitability (%) | 36.1809 | 30.303 | 42 | 36.1809 | 30.303 | 42 |
Ratio Avg Win / Avg Loss | 5.4267 | 11.208 | 1.7404 | 2.1575 | 3.1635 | 1.4808 |
Largest Winning Trade | 937178 | 937178 | 76396 | 7158739 | 7158739 | 2470067 |
Largest Losing Trade | -26615 | -23892 | -26615 | -1334848 | -1334848 | -1269236 |
Avg Bars in Trades | 53 | 48 | 59 | 53 | 48 | 59 |
Avg Bars in Winners | 107 | 105 | 109 | 107 | 105 | 109 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 10702 | 4766 | 5936 | 10702 | 4766 | 5936 |
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 | 359937 | 259001 | -289573 | 171700 | 72004 | -153046 |
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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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