Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4039614.9915 | 3941155.3924 | 98459.5991 | 5422633.7876 | 3605045.8222 | 1817587.9654 |
Total P&L (%) | 4039.615 | 3941.1554 | 98.4596 | 5422.6338 | 3605.0458 | 1817.588 |
Avg Daily Profit (%) | 1.8143 | 1.7701 | 0.0442 | 0.1803 | 0.1624 | 0.1327 |
Buy And Hold Return (%) | 695.5538 | 695.5538 | 695.5538 | 695.5538 | 695.5538 | 695.5538 |
Max Trade Drawdown | -151189 | -94039 | -102526 | -3798619 | -3209915 | -1747015 |
Profit Factor | 5.0389 | 8.6874 | 1.202 | 1.2086 | 1.2855 | 1.136 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 131 | 61 | 70 | 131 | 61 | 70 |
Losing Trades | 151 | 80 | 71 | 151 | 80 | 71 |
Profitability (%) | 46.4539 | 43.2624 | 49.6454 | 46.4539 | 43.2624 | 49.6454 |
Ratio Avg Win / Avg Loss | 5.8082 | 11.3934 | 1.2191 | 1.3931 | 1.6858 | 1.1522 |
Largest Winning Trade | 3755315 | 3755315 | 35995 | 4400715 | 4400715 | 1384731 |
Largest Losing Trade | -42909 | -42909 | -38382 | -1314410 | -1314410 | -1029111 |
Avg Bars in Trades | 46 | 64 | 28 | 46 | 64 | 28 |
Avg Bars in Winners | 67 | 112 | 28 | 67 | 112 | 28 |
Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
Bars Traded | 13052 | 9055 | 3997 | 13052 | 9055 | 3997 |
Profit Streak | 0 | 12.7476 | 0 | 0 | 12.7476 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 762159 | 700509 | -300177 | 269675 | 195202 | -89819 |
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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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