Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2174535.1039 | 2069955.8784 | 104579.2255 | 4880235.0146 | 5692952.5631 | -812717.5484 |
Total P&L (%) | 2174.5351 | 2069.9559 | 104.5792 | 4880.235 | 5692.9526 | -812.7175 |
Avg Daily Profit (%) | 0.9615 | 0.9152 | 0.0462 | 0.1729 | 0.1796 | 0 |
Buy And Hold Return (%) | 175.5741 | 175.5741 | 175.5741 | 175.5741 | 175.5741 | 175.5741 |
Max Trade Drawdown | -152341 | -118633 | -77490 | -26261026 | -19409495 | -9443683 |
Profit Factor | 3.5421 | 5.3856 | 1.2728 | 1.0779 | 1.1592 | 0.9698 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 141 | 73 | 68 | 141 | 73 | 68 |
Profitability (%) | 33.8028 | 31.7757 | 35.8491 | 33.8028 | 31.7757 | 35.8491 |
Ratio Avg Win / Avg Loss | 6.9366 | 11.5632 | 2.2776 | 2.1108 | 2.4888 | 1.7354 |
Largest Winning Trade | 1687598 | 1687598 | 48544 | 16908526 | 16908526 | 2998197 |
Largest Losing Trade | -31277 | -31277 | -21211 | -5096592 | -5096592 | -3001558 |
Avg Bars in Trades | 30 | 30 | 31 | 30 | 30 | 31 |
Avg Bars in Winners | 64 | 66 | 62 | 64 | 66 | 62 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 6585 | 3272 | 3313 | 6585 | 3272 | 3313 |
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 | 534526 | 503538 | -301677 | -131157 | -43831 | -583775 |
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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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