Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1522467.0651 | 1432199.9023 | 90267.1628 | 6128482.17 | 7368759.6122 | -1240277.4422 |
Total P&L (%) | 1522.4671 | 1432.1999 | 90.2672 | 6128.4822 | 7368.7596 | -1240.2774 |
Avg Daily Profit (%) | 0.8329 | 0.7835 | 0.0494 | 0.2263 | 0.2362 | 0 |
Buy And Hold Return (%) | 780.5272 | 780.5272 | 780.5272 | 780.5272 | 780.5272 | 780.5272 |
Max Trade Drawdown | -96241 | -85650 | -92580 | -9049107 | -6599740 | -5803362 |
Profit Factor | 2.8406 | 4.9009 | 1.1962 | 1.1786 | 1.4814 | 0.9347 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Profitability (%) | 43.8202 | 44.9438 | 42.6966 | 43.8202 | 44.9438 | 42.6966 |
Ratio Avg Win / Avg Loss | 3.6418 | 6.0036 | 1.6055 | 1.5111 | 1.8147 | 1.2545 |
Largest Winning Trade | 932538 | 932538 | 74766 | 6073544 | 6073544 | 2792063 |
Largest Losing Trade | -39953 | -24799 | -39953 | -2676675 | -1498698 | -2676675 |
Avg Bars in Trades | 120 | 111 | 130 | 120 | 111 | 130 |
Avg Bars in Winners | 197 | 176 | 218 | 197 | 176 | 218 |
Avg Bars in Losers | 61 | 58 | 64 | 61 | 58 | 64 |
Bars Traded | 21513 | 9905 | 11608 | 21513 | 9905 | 11608 |
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 | 357391 | 377108 | -299454 | -16135 | 301260 | -582267 |
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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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