Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2434789.7245 | 2329814.6756 | 104975.0489 | 5004841.6316 | 1268455.185 | 3736386.4465 |
Total P&L (%) | 2434.7897 | 2329.8147 | 104.975 | 5004.8416 | 1268.4552 | 3736.3864 |
Avg Daily Profit (%) | 1.3638 | 1.305 | 0.0588 | 0.2205 | 0.1467 | 0.2045 |
Buy And Hold Return (%) | 366.445 | 366.445 | 366.445 | 366.445 | 366.445 | 366.445 |
Max Trade Drawdown | -112243 | -85517 | -113823 | -11367796 | -8972344 | -4826546 |
Profit Factor | 4.5424 | 7.8617 | 1.3018 | 1.1252 | 1.0628 | 1.189 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Profitability (%) | 33.7209 | 31.3953 | 36.0465 | 33.7209 | 31.3953 | 36.0465 |
Ratio Avg Win / Avg Loss | 8.9282 | 17.1793 | 2.3097 | 2.2116 | 2.3224 | 2.1096 |
Largest Winning Trade | 1299495 | 1299495 | 59293 | 5358786 | 5358786 | 3636658 |
Largest Losing Trade | -44556 | -20438 | -44556 | -2673975 | -1551572 | -2673975 |
Avg Bars in Trades | 40 | 35 | 45 | 40 | 35 | 45 |
Avg Bars in Winners | 86 | 72 | 98 | 86 | 72 | 98 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 6986 | 3091 | 3895 | 6986 | 3091 | 3895 |
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 | 556122 | 509230 | -284727 | -78911 | -157475 | -9165 |
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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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