Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1457070.5093 | 1377788.5768 | 79281.9326 | 5497413.9941 | 6748270.6825 | -1250856.6884 |
Total P&L (%) | 1457.0705 | 1377.7886 | 79.2819 | 5497.414 | 6748.2707 | -1250.8567 |
Avg Daily Profit (%) | 0.7991 | 0.7556 | 0.0435 | 0.221 | 0.2321 | 0 |
Buy And Hold Return (%) | 724.7976 | 724.7976 | 724.7976 | 724.7976 | 724.7976 | 724.7976 |
Max Trade Drawdown | -98833 | -72461 | -74414 | -12789023 | -7847113 | -8551274 |
Profit Factor | 2.9567 | 5.1563 | 1.1919 | 1.1296 | 1.3689 | 0.9482 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 38.8158 | 38.1579 | 39.4737 | 38.8158 | 38.1579 | 39.4737 |
Ratio Avg Win / Avg Loss | 4.6605 | 8.3567 | 1.8276 | 1.7805 | 2.2186 | 1.4538 |
Largest Winning Trade | 966419 | 966419 | 75612 | 6665677 | 6665677 | 3613809 |
Largest Losing Trade | -33259 | -26308 | -33259 | -3852511 | -2287645 | -3852511 |
Avg Bars in Trades | 141 | 128 | 154 | 141 | 128 | 154 |
Avg Bars in Winners | 249 | 227 | 269 | 249 | 227 | 269 |
Avg Bars in Losers | 73 | 67 | 79 | 73 | 67 | 79 |
Bars Traded | 21513 | 9782 | 11731 | 21513 | 9782 | 11731 |
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 | 303524 | -40916 | -362509 | -72208 | -44135 | -632663 |
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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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