Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2136613.9037 | 2126195.6766 | 10418.2271 | 440563.9019 | 2351995.8762 | -1911431.9743 |
Total P&L (%) | 2136.6139 | 2126.1957 | 10.4182 | 440.5639 | 2351.9959 | -1911.432 |
Avg Daily Profit (%) | 1.1968 | 1.191 | 0.0058 | 0.0946 | 0.1794 | 0 |
Buy And Hold Return (%) | 345.9143 | 345.9143 | 345.9143 | 345.9143 | 345.9143 | 345.9143 |
Max Trade Drawdown | -168063 | -174411 | -124033 | -5619640 | -4497726 | -4305813 |
Profit Factor | 3.3871 | 5.8896 | 1.0226 | 1.0275 | 1.3325 | 0.7859 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Profitability (%) | 44.5122 | 45.122 | 43.9024 | 44.5122 | 45.122 | 43.9024 |
Ratio Avg Win / Avg Loss | 4.2223 | 7.1631 | 1.3067 | 1.2809 | 1.6206 | 1.0042 |
Largest Winning Trade | 1264911 | 1264911 | 54146 | 5624379 | 5624379 | 1753459 |
Largest Losing Trade | -58229 | -29829 | -58229 | -3533969 | -994281 | -3533969 |
Avg Bars in Trades | 42 | 38 | 46 | 42 | 38 | 46 |
Avg Bars in Winners | 59 | 49 | 69 | 59 | 49 | 69 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 7002 | 3160 | 3842 | 7002 | 3160 | 3842 |
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 | 653894 | 541030 | -553257 | -338883 | 99578 | -585940 |
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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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