Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1516435.6611 | 1432389.5167 | 84046.1444 | 5938438.3991 | 5961517.6417 | -23079.2425 |
Total P&L (%) | 1516.4357 | 1432.3895 | 84.0461 | 5938.4384 | 5961.5176 | -23.0792 |
Avg Daily Profit (%) | 0.6916 | 0.6533 | 0.0383 | 0.1872 | 0.1874 | -0.012 |
Buy And Hold Return (%) | 535.2226 | 535.2226 | 535.2226 | 535.2226 | 535.2226 | 535.2226 |
Max Trade Drawdown | -89440 | -92449 | -81007 | -2038024 | -1923733 | -2207059 |
Profit Factor | 3.2915 | 5.1831 | 1.2632 | 1.5148 | 1.9871 | 0.9958 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 142 | 72 | 70 | 142 | 72 | 70 |
Profitability (%) | 32.7014 | 32.0755 | 33.3333 | 32.7014 | 32.0755 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.7739 | 10.976 | 2.5264 | 3.1174 | 4.208 | 1.9916 |
Largest Winning Trade | 820213 | 820213 | 67447 | 4081465 | 4081465 | 1104328 |
Largest Losing Trade | -41088 | -31379 | -41088 | -996336 | -876366 | -996336 |
Avg Bars in Trades | 40 | 35 | 46 | 40 | 35 | 46 |
Avg Bars in Winners | 90 | 75 | 105 | 90 | 75 | 105 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 8593 | 3722 | 4871 | 8593 | 3722 | 4871 |
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 | 347417 | 331200 | -313259 | 173280 | 160658 | -584756 |
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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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