Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4523811.6994 | 4397564.8902 | 126246.8092 | 10391733.368 | 21421.041 | 10370312.327 |
Total P&L (%) | 4523.8117 | 4397.5649 | 126.2468 | 10391.7334 | 21.421 | 10370.3123 |
Avg Daily Profit (%) | 2.0414 | 1.9845 | 0.057 | 0.2102 | 0.0088 | 0.2101 |
Buy And Hold Return (%) | 817.8114 | 817.8114 | 817.8114 | 817.8114 | 817.8114 | 817.8114 |
Max Trade Drawdown | -98475 | -87770 | -47459 | -7461642 | -9444727 | -3453705 |
Profit Factor | 6.9777 | 10.2962 | 1.4449 | 1.2071 | 1.0006 | 1.609 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 49.6504 | 45.8333 | 53.5211 | 49.6504 | 45.8333 | 53.5211 |
Ratio Avg Win / Avg Loss | 7.0759 | 12.1682 | 1.2548 | 1.2241 | 1.1826 | 1.3973 |
Largest Winning Trade | 4166422 | 4166422 | 32935 | 4977199 | 4977199 | 2599162 |
Largest Losing Trade | -55142 | -55142 | -23973 | -3060880 | -3060880 | -1509455 |
Avg Bars in Trades | 61 | 96 | 25 | 61 | 96 | 25 |
Avg Bars in Winners | 81 | 145 | 25 | 81 | 145 | 25 |
Avg Bars in Losers | 41 | 54 | 25 | 41 | 54 | 25 |
Bars Traded | 8725 | 6914 | 1811 | 8725 | 6914 | 1811 |
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 | 793277 | -59437 | -367599 | 283801 | -647800 | -75887 |
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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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