Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2677793.8106 | 2631950.0203 | 45843.7904 | 2784625.5563 | 5627776.1961 | -2843150.6399 |
Total P&L (%) | 2677.7938 | 2631.95 | 45.8438 | 2784.6256 | 5627.7762 | -2843.1506 |
Avg Daily Profit (%) | 1.2115 | 1.1908 | 0.0207 | 0.1522 | 0.1833 | 0 |
Buy And Hold Return (%) | 580.1003 | 580.1003 | 580.1003 | 580.1003 | 580.1003 | 580.1003 |
Max Trade Drawdown | -123897 | -87175 | -116726 | -8359219 | -5375990 | -4687096 |
Profit Factor | 3.5832 | 6.1798 | 1.0867 | 1.0862 | 1.3549 | 0.8271 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 116 | 59 | 57 | 116 | 59 | 57 |
Profitability (%) | 32.948 | 32.1839 | 33.7209 | 32.948 | 32.1839 | 33.7209 |
Ratio Avg Win / Avg Loss | 7.2921 | 13.0218 | 2.136 | 2.2105 | 2.8549 | 1.6256 |
Largest Winning Trade | 2344754 | 2344754 | 49849 | 9458875 | 9458875 | 1786134 |
Largest Losing Trade | -38996 | -22421 | -38996 | -2003526 | -1678687 | -2003526 |
Avg Bars in Trades | 75 | 72 | 78 | 75 | 72 | 78 |
Avg Bars in Winners | 151 | 141 | 161 | 151 | 141 | 161 |
Avg Bars in Losers | 38 | 40 | 36 | 38 | 40 | 36 |
Bars Traded | 13057 | 6319 | 6738 | 13057 | 6319 | 6738 |
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 | 463657 | 469390 | -461583 | -124190 | 78315 | -584655 |
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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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