Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1762036.6156 | 1669353.2203 | 92683.3953 | 1857355.1095 | 739853.3404 | 1117501.7692 |
Total P&L (%) | 1762.0366 | 1669.3532 | 92.6834 | 1857.3551 | 739.8533 | 1117.5018 |
Avg Daily Profit (%) | 0.9478 | 0.898 | 0.0499 | 0.1601 | 0.1145 | 0.1345 |
Buy And Hold Return (%) | 39.6998 | 39.6998 | 39.6998 | 39.6998 | 39.6998 | 39.6998 |
Max Trade Drawdown | -120254 | -62150 | -106576 | -2888087 | -2763988 | -1471108 |
Profit Factor | 3.7343 | 6.2222 | 1.2854 | 1.1457 | 1.1066 | 1.1924 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 28.9855 | 27.5362 | 30.4348 | 28.9855 | 27.5362 | 30.4348 |
Ratio Avg Win / Avg Loss | 9.1489 | 16.3743 | 2.938 | 2.807 | 2.9122 | 2.7256 |
Largest Winning Trade | 1559808 | 1559808 | 65435 | 1358948 | 1358948 | 1217391 |
Largest Losing Trade | -24185 | -18575 | -24185 | -723319 | -723319 | -539724 |
Avg Bars in Trades | 26 | 25 | 26 | 26 | 25 | 26 |
Avg Bars in Winners | 65 | 66 | 64 | 65 | 66 | 64 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 3609 | 1749 | 1860 | 3609 | 1749 | 1860 |
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 | 307986 | -98537 | -239171 | -63030 | -262115 | -130029 |
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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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