Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1881914.6728 | 1792641.1835 | 89273.4893 | 5424188.6715 | 5436485.3387 | -12296.6671 |
Total P&L (%) | 1881.9147 | 1792.6412 | 89.2735 | 5424.1887 | 5436.4853 | -12.2967 |
Avg Daily Profit (%) | 1.0311 | 0.9822 | 0.0489 | 0.2201 | 0.2202 | -0.0072 |
Buy And Hold Return (%) | 711.5885 | 711.5885 | 711.5885 | 711.5885 | 711.5885 | 711.5885 |
Max Trade Drawdown | -99291 | -89057 | -55196 | -9549092 | -6186814 | -5863010 |
Profit Factor | 3.5246 | 5.8023 | 1.2399 | 1.1572 | 1.342 | 0.9993 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 38.4615 | 35.8974 | 41.0256 | 38.4615 | 35.8974 | 41.0256 |
Ratio Avg Win / Avg Loss | 5.6393 | 10.3612 | 1.7823 | 1.8516 | 2.3963 | 1.4366 |
Largest Winning Trade | 1413666 | 1413666 | 74619 | 5831378 | 5831378 | 3124249 |
Largest Losing Trade | -39646 | -37608 | -39646 | -2872283 | -1782364 | -2872283 |
Avg Bars in Trades | 137 | 122 | 153 | 137 | 122 | 153 |
Avg Bars in Winners | 249 | 229 | 267 | 249 | 229 | 267 |
Avg Bars in Losers | 67 | 61 | 74 | 67 | 61 | 74 |
Bars Traded | 21492 | 9529 | 11963 | 21492 | 9529 | 11963 |
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 | 467382 | -21773 | -330484 | -41912 | -30280 | -617059 |
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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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