Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1824397.8256 | 1635408.9343 | 188988.8913 | 9370180.8231 | 1078886.0216 | 8291294.8015 |
Total P&L (%) | 1824.3978 | 1635.4089 | 188.9889 | 9370.1808 | 1078.886 | 8291.2948 |
Avg Daily Profit (%) | 0.985 | 0.883 | 0.102 | 0.246 | 0.1333 | 0.2395 |
Buy And Hold Return (%) | 71.6167 | 71.6167 | 71.6167 | 71.6167 | 71.6167 | 71.6167 |
Max Trade Drawdown | -94268 | -78416 | -54601 | -4003074 | -3534577 | -2180403 |
Profit Factor | 4.107 | 6.2285 | 1.6887 | 1.3359 | 1.0667 | 1.7084 |
Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
Winning Trades | 152 | 72 | 80 | 152 | 72 | 80 |
Losing Trades | 181 | 95 | 86 | 181 | 95 | 86 |
Profitability (%) | 45.6456 | 43.1138 | 48.1928 | 45.6456 | 43.1138 | 48.1928 |
Ratio Avg Win / Avg Loss | 4.8905 | 8.2182 | 1.8154 | 1.5908 | 1.4074 | 1.8365 |
Largest Winning Trade | 1469379 | 1469379 | 63234 | 2948452 | 2414059 | 2948452 |
Largest Losing Trade | -34131 | -20755 | -34131 | -2076374 | -2076374 | -1325232 |
Avg Bars in Trades | 32 | 27 | 37 | 32 | 27 | 37 |
Avg Bars in Winners | 54 | 43 | 64 | 54 | 43 | 64 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 10761 | 4603 | 6158 | 10761 | 4603 | 6158 |
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 | 738520 | 708672 | -57379 | 356161 | -163960 | 404052 |
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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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