Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1491269.6354 | 1384345.4144 | 106924.221 | 1649756.1232 | -806383.9397 | 2456140.0629 |
Total P&L (%) | 1491.2696 | 1384.3454 | 106.9242 | 1649.7561 | -806.3839 | 2456.1401 |
Avg Daily Profit (%) | 0.8013 | 0.7439 | 0.0575 | 0.1539 | 0 | 0.1743 |
Buy And Hold Return (%) | 45.2878 | 45.2878 | 45.2878 | 45.2878 | 45.2878 | 45.2878 |
Max Trade Drawdown | -141939 | -95265 | -71267 | -4226953 | -2941881 | -2152764 |
Profit Factor | 3.599 | 5.5081 | 1.4009 | 1.1151 | 0.8931 | 1.3619 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 29.3233 | 23.8806 | 34.8485 | 29.3233 | 23.8806 | 34.8485 |
Ratio Avg Win / Avg Loss | 8.6745 | 17.5569 | 2.6191 | 2.6877 | 2.8469 | 2.5461 |
Largest Winning Trade | 1267300 | 1267300 | 62264 | 1520892 | 1507748 | 1520892 |
Largest Losing Trade | -26897 | -21595 | -26897 | -1510647 | -463246 | -1510647 |
Avg Bars in Trades | 163 | 133 | 193 | 163 | 133 | 193 |
Avg Bars in Winners | 420 | 399 | 434 | 420 | 399 | 434 |
Avg Bars in Losers | 56 | 49 | 64 | 56 | 49 | 64 |
Bars Traded | 21708 | 8940 | 12769 | 21708 | 8940 | 12769 |
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 | 342964 | -130852 | -249220 | -95566 | -729706 | -120959 |
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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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