Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1624918.2654 | 1534408.4201 | 90509.8453 | 7233248.1448 | 8846687.3955 | -1613439.2507 |
Total P&L (%) | 1624.9183 | 1534.4084 | 90.5098 | 7233.2481 | 8846.6874 | -1613.4393 |
Avg Daily Profit (%) | 0.8916 | 0.8419 | 0.0497 | 0.2359 | 0.2469 | 0 |
Buy And Hold Return (%) | 733.2733 | 733.2733 | 733.2733 | 733.2733 | 733.2733 | 733.2733 |
Max Trade Drawdown | -98016 | -87692 | -81383 | -15783424 | -10362242 | -9024450 |
Profit Factor | 3.0857 | 5.4233 | 1.2094 | 1.1527 | 1.4146 | 0.938 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 41.25 | 40 | 42.5 | 41.25 | 40 | 42.5 |
Ratio Avg Win / Avg Loss | 4.3948 | 8.1349 | 1.6363 | 1.6417 | 2.1219 | 1.2691 |
Largest Winning Trade | 968100 | 968100 | 75060 | 8952086 | 8952086 | 4664122 |
Largest Losing Trade | -36602 | -28990 | -36602 | -4686934 | -1975927 | -4686934 |
Avg Bars in Trades | 134 | 122 | 146 | 134 | 122 | 146 |
Avg Bars in Winners | 232 | 216 | 247 | 232 | 216 | 247 |
Avg Bars in Losers | 65 | 60 | 71 | 65 | 60 | 71 |
Bars Traded | 21516 | 9800 | 11716 | 21516 | 9800 | 11716 |
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 | 400588 | -8311 | -314101 | -45678 | -13013 | -601486 |
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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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