Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1943721.7189 | 1875731.2315 | 67990.4874 | 3138072.8627 | 685244.7227 | 2452828.14 |
Total P&L (%) | 1943.7217 | 1875.7312 | 67.9905 | 3138.0729 | 685.2447 | 2452.8281 |
Avg Daily Profit (%) | 1.041 | 1.0046 | 0.0364 | 0.1864 | 0.1104 | 0.1737 |
Buy And Hold Return (%) | 446.2783 | 446.2783 | 446.2783 | 446.2783 | 446.2783 | 446.2783 |
Max Trade Drawdown | -108409 | -103962 | -68493 | -8538286 | -8393549 | -3623912 |
Profit Factor | 3.5329 | 5.3039 | 1.2051 | 1.0713 | 1.0269 | 1.1325 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 41 | 14 | 27 | 41 | 14 | 27 |
Losing Trades | 92 | 53 | 39 | 92 | 53 | 39 |
Profitability (%) | 30.8271 | 20.8955 | 40.9091 | 30.8271 | 20.8955 | 40.9091 |
Ratio Avg Win / Avg Loss | 7.9275 | 20.0789 | 1.7406 | 2.4039 | 3.8874 | 1.6359 |
Largest Winning Trade | 1157012 | 1157012 | 56532 | 7270134 | 7270134 | 3233201 |
Largest Losing Trade | -25047 | -18812 | -25047 | -2174348 | -1469420 | -2174348 |
Avg Bars in Trades | 82 | 72 | 92 | 82 | 72 | 92 |
Avg Bars in Winners | 180 | 184 | 177 | 180 | 184 | 177 |
Avg Bars in Losers | 38 | 43 | 32 | 38 | 43 | 32 |
Bars Traded | 10940 | 4866 | 6074 | 10940 | 4866 | 6074 |
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 | 399030 | -145543 | -437410 | -140160 | -409850 | -194823 |
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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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