Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2057196.4049 | 2016650.6537 | 40545.7513 | 2571446.8777 | 5710261.2734 | -3138814.3957 |
Total P&L (%) | 2057.1964 | 2016.6507 | 40.5458 | 2571.4469 | 5710.2613 | -3138.8144 |
Avg Daily Profit (%) | 0.9292 | 0.9109 | 0.0183 | 0.1485 | 0.1836 | 0 |
Buy And Hold Return (%) | 672.7273 | 672.7273 | 672.7273 | 672.7273 | 672.7273 | 672.7273 |
Max Trade Drawdown | -103415 | -74347 | -82211 | -5705197 | -3088631 | -4004663 |
Profit Factor | 3.8743 | 7.5915 | 1.0989 | 1.1263 | 1.6424 | 0.7263 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Profitability (%) | 31.1594 | 33.3333 | 28.9855 | 31.1594 | 33.3333 | 28.9855 |
Ratio Avg Win / Avg Loss | 8.5594 | 15.183 | 2.6924 | 2.4884 | 3.2848 | 1.7794 |
Largest Winning Trade | 1793542 | 1793542 | 50827 | 6904590 | 6904590 | 1331337 |
Largest Losing Trade | -34770 | -31136 | -34770 | -2025319 | -1174894 | -2025319 |
Avg Bars in Trades | 47 | 44 | 50 | 47 | 44 | 50 |
Avg Bars in Winners | 123 | 109 | 139 | 123 | 109 | 139 |
Avg Bars in Losers | 12 | 12 | 13 | 12 | 12 | 13 |
Bars Traded | 6533 | 3071 | 3462 | 6533 | 3071 | 3462 |
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 | 368154 | -89762 | -558950 | -84205 | -97431 | -692207 |
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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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