Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1433069.682 | 1365035.0167 | 68034.6654 | 6086532.8886 | 5396869.0074 | 689663.8812 |
Total P&L (%) | 1433.0697 | 1365.035 | 68.0347 | 6086.5329 | 5396.869 | 689.6639 |
Avg Daily Profit (%) | 0.7793 | 0.7423 | 0.037 | 0.2246 | 0.2181 | 0.1124 |
Buy And Hold Return (%) | 421.507 | 421.507 | 421.507 | 421.507 | 421.507 | 421.507 |
Max Trade Drawdown | -164401 | -90941 | -97562 | -10857328 | -5390891 | -8253153 |
Profit Factor | 3.0855 | 5.0533 | 1.1942 | 1.2365 | 1.4494 | 1.0502 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 31.5789 | 29.8507 | 33.3333 | 31.5789 | 29.8507 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.6852 | 11.8752 | 2.3883 | 2.6791 | 3.4061 | 2.1005 |
Largest Winning Trade | 812575 | 812575 | 76256 | 5685174 | 5685174 | 5392785 |
Largest Losing Trade | -22529 | -21927 | -22529 | -1781757 | -1190863 | -1781757 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 61 | 60 | 62 | 61 | 60 | 62 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 3621 | 1751 | 1870 | 3621 | 1751 | 1870 |
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 | 345400 | -107508 | -445752 | 90754 | -114815 | -346607 |
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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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