Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2418368.4162 | 2359512.6807 | 58855.7355 | 1560547.3152 | 3917990.4127 | -2357443.0975 |
Total P&L (%) | 2418.3684 | 2359.5127 | 58.8557 | 1560.5473 | 3917.9904 | -2357.4431 |
Avg Daily Profit (%) | 1.0874 | 1.0609 | 0.0265 | 0.1264 | 0.1662 | 0 |
Buy And Hold Return (%) | 166.801 | 166.801 | 166.801 | 166.801 | 166.801 | 166.801 |
Max Trade Drawdown | -112270 | -83204 | -108404 | -4850450 | -3335025 | -3970857 |
Profit Factor | 3.8391 | 6.6121 | 1.1364 | 1.0559 | 1.2786 | 0.8299 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 33.8843 | 31.6667 | 36.0656 | 33.8843 | 31.6667 | 36.0656 |
Ratio Avg Win / Avg Loss | 7.4909 | 14.2681 | 2.0146 | 2.0603 | 2.759 | 1.4713 |
Largest Winning Trade | 2204566 | 2204566 | 50429 | 5855043 | 5855043 | 1624637 |
Largest Losing Trade | -33633 | -27484 | -33633 | -1982755 | -1154546 | -1982755 |
Avg Bars in Trades | 71 | 77 | 64 | 71 | 77 | 64 |
Avg Bars in Winners | 130 | 143 | 119 | 130 | 143 | 119 |
Avg Bars in Losers | 40 | 46 | 34 | 40 | 46 | 34 |
Bars Traded | 8601 | 4638 | 3963 | 8601 | 4638 | 3963 |
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 | 518864 | -154667 | -560012 | -187729 | -167774 | -746488 |
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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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