Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2617878.5765 | 2565693.9777 | 52184.5988 | 1204728.0087 | 1969796.2489 | -765068.2402 |
Total P&L (%) | 2617.8786 | 2565.694 | 52.1846 | 1204.728 | 1969.7962 | -765.0682 |
Avg Daily Profit (%) | 1.1762 | 1.1528 | 0.0234 | 0.1155 | 0.1362 | 0 |
Buy And Hold Return (%) | 332.6241 | 332.6241 | 332.6241 | 332.6241 | 332.6241 | 332.6241 |
Max Trade Drawdown | -131912 | -97136 | -144961 | -4131948 | -3943302 | -2619816 |
Profit Factor | 3.651 | 6.3318 | 1.1031 | 1.0507 | 1.1586 | 0.9326 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 116 | 59 | 57 | 116 | 59 | 57 |
Profitability (%) | 34.0909 | 32.9545 | 35.2273 | 34.0909 | 32.9545 | 35.2273 |
Ratio Avg Win / Avg Loss | 7.0586 | 12.882 | 2.0282 | 2.0313 | 2.3572 | 1.7148 |
Largest Winning Trade | 2445574 | 2445574 | 48301 | 3940349 | 3940349 | 1174308 |
Largest Losing Trade | -29682 | -27082 | -29682 | -997096 | -785756 | -997096 |
Avg Bars in Trades | 36 | 40 | 33 | 36 | 40 | 33 |
Avg Bars in Winners | 64 | 72 | 56 | 64 | 72 | 56 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 6480 | 3564 | 2915 | 6480 | 3564 | 2915 |
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 | 541194 | 541900 | -439422 | -209910 | -63318 | -584064 |
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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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