Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1451207.5207 | 1386259.2342 | 64948.2865 | 3060513.2043 | 1764049.3476 | 1296463.8567 |
Total P&L (%) | 1451.2075 | 1386.2592 | 64.9483 | 3060.5132 | 1764.0493 | 1296.4639 |
Avg Daily Profit (%) | 0.6434 | 0.6146 | 0.0288 | 0.1532 | 0.1298 | 0.117 |
Buy And Hold Return (%) | 353.3981 | 353.3981 | 353.3981 | 353.3981 | 353.3981 | 353.3981 |
Max Trade Drawdown | -182127 | -49919 | -155971 | -2199539 | -2467660 | -1238586 |
Profit Factor | 3.167 | 5.4397 | 1.1817 | 1.2574 | 1.2912 | 1.2222 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 123 | 66 | 57 | 123 | 66 | 57 |
Profitability (%) | 30.5085 | 25.8427 | 35.2273 | 30.5085 | 25.8427 | 35.2273 |
Ratio Avg Win / Avg Loss | 7.2136 | 15.6096 | 2.1728 | 2.864 | 3.7052 | 2.2473 |
Largest Winning Trade | 860657 | 860657 | 63532 | 2273427 | 2273427 | 1579148 |
Largest Losing Trade | -50935 | -16204 | -50935 | -621717 | -621717 | -485242 |
Avg Bars in Trades | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Winners | 61 | 57 | 64 | 61 | 57 | 64 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 4330 | 1891 | 2439 | 4330 | 1891 | 2439 |
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 | 337571 | -8731 | -345526 | 79098 | -45685 | -44023 |
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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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