Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1495458.3878 | 1393236.4097 | 102221.9781 | 3317892.8636 | 470964.6454 | 2846928.2182 |
Total P&L (%) | 1495.4584 | 1393.2364 | 102.222 | 3317.8929 | 470.9646 | 2846.9282 |
Avg Daily Profit (%) | 0.7957 | 0.7413 | 0.0544 | 0.1881 | 0.0927 | 0.1802 |
Buy And Hold Return (%) | 209.8248 | 209.8248 | 209.8248 | 209.8248 | 209.8248 | 209.8248 |
Max Trade Drawdown | -86045 | -79833 | -46933 | -4784842 | -3981888 | -2216624 |
Profit Factor | 3.576 | 5.283 | 1.4005 | 1.1527 | 1.0372 | 1.3142 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 32.4324 | 31.0811 | 33.7838 | 32.4324 | 31.0811 | 33.7838 |
Ratio Avg Win / Avg Loss | 7.4499 | 11.7145 | 2.7449 | 2.4015 | 2.2998 | 2.5758 |
Largest Winning Trade | 1054292 | 1054292 | 57414 | 2925110 | 2925110 | 2032861 |
Largest Losing Trade | -21840 | -21840 | -17370 | -1139374 | -1139374 | -720404 |
Avg Bars in Trades | 23 | 21 | 26 | 23 | 21 | 26 |
Avg Bars in Winners | 54 | 45 | 63 | 54 | 45 | 63 |
Avg Bars in Losers | 8 | 10 | 7 | 8 | 10 | 7 |
Bars Traded | 3512 | 1562 | 1950 | 3512 | 1562 | 1950 |
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 | 493814 | -51111 | -354744 | -49668 | -324471 | -61336 |
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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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