Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3310841.6455 | 3158667.4701 | 152174.1754 | 12117779.9122 | 7528731.8753 | 4589048.0369 |
Total P&L (%) | 3310.8416 | 3158.6675 | 152.1742 | 12117.7799 | 7528.7319 | 4589.048 |
Avg Daily Profit (%) | 1.793 | 1.7106 | 0.0824 | 0.2606 | 0.235 | 0.2086 |
Buy And Hold Return (%) | 195.2475 | 195.2475 | 195.2475 | 195.2475 | 195.2475 | 195.2475 |
Max Trade Drawdown | -83571 | -72893 | -64569 | -8439088 | -6759092 | -4672650 |
Profit Factor | 6.4632 | 10.6256 | 1.5476 | 1.3371 | 1.4004 | 1.2676 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 42.029 | 33.3333 | 50.7246 | 42.029 | 33.3333 | 50.7246 |
Ratio Avg Win / Avg Loss | 8.9147 | 21.2512 | 1.5034 | 1.8443 | 2.8009 | 1.2314 |
Largest Winning Trade | 2877614 | 2877614 | 75060 | 7911105 | 7911105 | 5203282 |
Largest Losing Trade | -39692 | -32390 | -39692 | -4159365 | -3805132 | -4159365 |
Avg Bars in Trades | 78 | 91 | 64 | 78 | 91 | 64 |
Avg Bars in Winners | 140 | 200 | 100 | 140 | 200 | 100 |
Avg Bars in Losers | 33 | 37 | 27 | 33 | 37 | 27 |
Bars Traded | 10787 | 6318 | 4469 | 10787 | 6318 | 4469 |
Profit Streak | 0 | 41.5794 | 0 | 0 | 41.5794 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 713586 | -85404 | -347579 | 260739 | -97743 | -93589 |
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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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