Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2411064.8846 | 2209177.5583 | 201887.3263 | 12977282.8191 | 5814890.5057 | 7162392.3135 |
Total P&L (%) | 2411.0649 | 2209.1776 | 201.8873 | 12977.2828 | 5814.8905 | 7162.3923 |
Avg Daily Profit (%) | 1.0448 | 0.9573 | 0.0875 | 0.2114 | 0.177 | 0.1859 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118548 | -149570 | -84042 | -5563043 | -6887574 | -2057129 |
Profit Factor | 4.3439 | 6.5891 | 1.6197 | 1.4911 | 1.3733 | 1.6604 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 43.6242 | 40 | 47.2973 | 43.6242 | 40 | 47.2973 |
Ratio Avg Win / Avg Loss | 5.6137 | 9.8836 | 1.8048 | 1.927 | 2.0599 | 1.8501 |
Largest Winning Trade | 1841351 | 1841351 | 77340 | 6052385 | 5785812 | 6052385 |
Largest Losing Trade | -39000 | -39000 | -38505 | -2233522 | -2233522 | -1540471 |
Avg Bars in Trades | 59 | 56 | 63 | 59 | 56 | 63 |
Avg Bars in Winners | 90 | 91 | 88 | 90 | 91 | 88 |
Avg Bars in Losers | 36 | 32 | 40 | 36 | 32 | 40 |
Bars Traded | 8894 | 4208 | 4686 | 8894 | 4208 | 4686 |
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 | 669848 | -39016 | -138606 | 302862 | -51363 | -54447 |
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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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