Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1710160.5088 | 1737595.5963 | -27435.0875 | 243893.2943 | 3674898.7452 | -3431005.451 |
Total P&L (%) | 1710.1605 | 1737.5956 | -27.4351 | 243.8933 | 3674.8987 | -3431.0055 |
Avg Daily Profit (%) | 0.756 | 0.7681 | -0.0121 | 0.0546 | 0.1606 | 0 |
Buy And Hold Return (%) | 280.9264 | 280.9264 | 280.9264 | 280.9264 | 280.9264 | 280.9264 |
Max Trade Drawdown | -147833 | -108190 | -136813 | -4321636 | -1349926 | -3622562 |
Profit Factor | 2.9437 | 5.0915 | 0.9397 | 1.0213 | 1.7805 | 0.4893 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 37.5887 | 36.6197 | 38.5714 | 37.5887 | 36.6197 | 38.5714 |
Ratio Avg Win / Avg Loss | 4.8877 | 8.8122 | 1.4966 | 1.6958 | 3.0816 | 0.7793 |
Largest Winning Trade | 1516350 | 1516350 | 49599 | 4326895 | 4326895 | 939634 |
Largest Losing Trade | -59039 | -45112 | -59039 | -2100707 | -658806 | -2100707 |
Avg Bars in Trades | 92 | 89 | 95 | 92 | 89 | 95 |
Avg Bars in Winners | 160 | 153 | 167 | 160 | 153 | 167 |
Avg Bars in Losers | 51 | 51 | 51 | 51 | 51 | 51 |
Bars Traded | 13036 | 6327 | 6710 | 13036 | 6327 | 6710 |
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 | 480584 | -71949 | -678013 | -486153 | -81083 | -679680 |
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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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