Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1395577.7105 | 1299459.545 | 96118.1654 | 8515411.6157 | 7672268.3419 | 843143.2738 |
Total P&L (%) | 1395.5777 | 1299.4595 | 96.1182 | 8515.4116 | 7672.2683 | 843.1433 |
Avg Daily Profit (%) | 0.7696 | 0.7166 | 0.053 | 0.246 | 0.2404 | 0.1238 |
Buy And Hold Return (%) | 489.5883 | 489.5883 | 489.5883 | 489.5883 | 489.5883 | 489.5883 |
Max Trade Drawdown | -83617 | -63721 | -54247 | -12964879 | -8329524 | -8276135 |
Profit Factor | 3.3137 | 5.576 | 1.3011 | 1.192 | 1.3533 | 1.0372 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 32.8467 | 30.8824 | 34.7826 | 32.8467 | 30.8824 | 34.7826 |
Ratio Avg Win / Avg Loss | 6.7746 | 12.4796 | 2.4396 | 2.4369 | 3.0289 | 1.9448 |
Largest Winning Trade | 780182 | 780182 | 74519 | 9269302 | 9269302 | 6588883 |
Largest Losing Trade | -20370 | -14299 | -20370 | -2704003 | -2704003 | -1915732 |
Avg Bars in Trades | 38 | 34 | 43 | 38 | 34 | 43 |
Avg Bars in Winners | 84 | 76 | 92 | 84 | 76 | 92 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 5309 | 2334 | 2975 | 5309 | 2334 | 2975 |
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 | 348833 | -99640 | -394583 | -6122 | -106989 | -322356 |
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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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