Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2145951.8459 | 2027671.6712 | 118280.1747 | 7688301.4319 | 4992291.3808 | 2696010.0511 |
Total P&L (%) | 2145.9518 | 2027.6717 | 118.2802 | 7688.3014 | 4992.2914 | 2696.0101 |
Avg Daily Profit (%) | 0.9694 | 0.916 | 0.0534 | 0.1969 | 0.1777 | 0.1506 |
Buy And Hold Return (%) | 369.2898 | 369.2898 | 369.2898 | 369.2898 | 369.2898 | 369.2898 |
Max Trade Drawdown | -99607 | -62230 | -67828 | -5369068 | -3376651 | -3456304 |
Profit Factor | 4.6354 | 9.533 | 1.3354 | 1.3081 | 1.4766 | 1.1862 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Losing Trades | 147 | 69 | 78 | 147 | 69 | 78 |
Profitability (%) | 27.2277 | 31.6832 | 22.7723 | 27.2277 | 31.6832 | 22.7723 |
Ratio Avg Win / Avg Loss | 12.3893 | 20.5556 | 4.5287 | 3.4961 | 3.1839 | 4.0227 |
Largest Winning Trade | 1860520 | 1860520 | 56090 | 4073693 | 3565247 | 4073693 |
Largest Losing Trade | -12792 | -12429 | -12792 | -703655 | -675477 | -703655 |
Avg Bars in Trades | 31 | 20 | 42 | 31 | 20 | 42 |
Avg Bars in Winners | 92 | 49 | 151 | 92 | 49 | 151 |
Avg Bars in Losers | 9 | 7 | 10 | 9 | 7 | 10 |
Bars Traded | 6395 | 2072 | 4323 | 6395 | 2072 | 4323 |
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 | 39930 | 491699 | -325848 | -9682 | 107669 | -46916 |
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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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