Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2425273.7075 | 2308826.6034 | 116447.1041 | 8386162.8198 | 5494956.9136 | 2891205.9061 |
Total P&L (%) | 2425.2737 | 2308.8266 | 116.4471 | 8386.1628 | 5494.9569 | 2891.2059 |
Avg Daily Profit (%) | 1.0966 | 1.0439 | 0.0527 | 0.201 | 0.1821 | 0.1538 |
Buy And Hold Return (%) | 189.7362 | 189.7362 | 189.7362 | 189.7362 | 189.7362 | 189.7362 |
Max Trade Drawdown | -114848 | -66599 | -91007 | -8291351 | -3632870 | -6902235 |
Profit Factor | 4.9326 | 8.7239 | 1.3664 | 1.2711 | 1.3267 | 1.2048 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 39.7849 | 44.6809 | 34.7826 | 39.7849 | 44.6809 | 34.7826 |
Ratio Avg Win / Avg Loss | 7.4655 | 10.801 | 2.562 | 1.9238 | 1.6426 | 2.2591 |
Largest Winning Trade | 2090809 | 2090809 | 48475 | 6062735 | 6062735 | 2689664 |
Largest Losing Trade | -28035 | -23914 | -28035 | -1981410 | -1548809 | -1981410 |
Avg Bars in Trades | 66 | 65 | 67 | 66 | 65 | 67 |
Avg Bars in Winners | 108 | 100 | 119 | 108 | 100 | 119 |
Avg Bars in Losers | 38 | 36 | 40 | 38 | 36 | 40 |
Bars Traded | 6185 | 3067 | 3118 | 6185 | 3067 | 3118 |
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 | 627997 | 717068 | -292626 | 192243 | 261202 | 86823 |
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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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