Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1703255.4472 | 1633585.4127 | 69670.0345 | 3221848.0514 | 106345.0314 | 3115503.02 |
Total P&L (%) | 1703.2554 | 1633.5854 | 69.67 | 3221.8481 | 106.345 | 3115.503 |
Avg Daily Profit (%) | 0.9122 | 0.8749 | 0.0373 | 0.1878 | 0.0388 | 0.186 |
Buy And Hold Return (%) | 457.7778 | 457.7778 | 457.7778 | 457.7778 | 457.7778 | 457.7778 |
Max Trade Drawdown | -110196 | -84166 | -76022 | -7823426 | -5927568 | -4827649 |
Profit Factor | 2.8755 | 4.3564 | 1.1653 | 1.0806 | 1.0047 | 1.1773 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Losing Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Profitability (%) | 45.3441 | 45.9677 | 44.7154 | 45.3441 | 45.9677 | 44.7154 |
Ratio Avg Win / Avg Loss | 3.466 | 5.1207 | 1.4408 | 1.3025 | 1.181 | 1.4556 |
Largest Winning Trade | 1164324 | 1164324 | 58490 | 3378414 | 3378414 | 2182952 |
Largest Losing Trade | -29961 | -29961 | -24386 | -1376501 | -1376501 | -1213780 |
Avg Bars in Trades | 44 | 37 | 50 | 44 | 37 | 50 |
Avg Bars in Winners | 66 | 51 | 82 | 66 | 51 | 82 |
Avg Bars in Losers | 25 | 25 | 24 | 25 | 25 | 24 |
Bars Traded | 10875 | 4671 | 6204 | 10875 | 4671 | 6204 |
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 | 567521 | 581584 | -349797 | -124448 | -523945 | -19969 |
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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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