Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2504968.3842 | 2387177.5671 | 117790.8171 | 3111819.7112 | 2392113.1301 | 719706.5811 |
Total P&L (%) | 2504.9684 | 2387.1776 | 117.7908 | 3111.8197 | 2392.1131 | 719.7066 |
Avg Daily Profit (%) | 1.1258 | 1.0729 | 0.0529 | 0.1561 | 0.1446 | 0.0946 |
Buy And Hold Return (%) | 774.5942 | 774.5942 | 774.5942 | 774.5942 | 774.5942 | 774.5942 |
Max Trade Drawdown | -139090 | -76026 | -93854 | -6261283 | -3107176 | -4406780 |
Profit Factor | 3.7078 | 6.5878 | 1.2366 | 1.1318 | 1.2235 | 1.0558 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 48.503 | 46.988 | 50 | 48.503 | 46.988 | 50 |
Ratio Avg Win / Avg Loss | 3.9367 | 7.4324 | 1.2366 | 1.2017 | 1.3804 | 1.0558 |
Largest Winning Trade | 2237527 | 2237527 | 41950 | 3469479 | 3469479 | 2027200 |
Largest Losing Trade | -50511 | -32399 | -50511 | -3168889 | -1158215 | -3168889 |
Avg Bars in Trades | 51 | 56 | 47 | 51 | 56 | 47 |
Avg Bars in Winners | 61 | 66 | 57 | 61 | 66 | 57 |
Avg Bars in Losers | 42 | 47 | 37 | 42 | 47 | 37 |
Bars Traded | 8655 | 4693 | 3962 | 8655 | 4693 | 3962 |
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 | 636681 | 626020 | -288630 | -69747 | -4467 | -391527 |
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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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