Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1387593.8651 | 1293968.5532 | 93625.3119 | 6407880.2391 | 5798600.524 | 609279.7151 |
Total P&L (%) | 1387.5939 | 1293.9686 | 93.6253 | 6407.8802 | 5798.6005 | 609.2797 |
Avg Daily Profit (%) | 0.7643 | 0.7128 | 0.0516 | 0.2303 | 0.2248 | 0.108 |
Buy And Hold Return (%) | 535.0042 | 535.0042 | 535.0042 | 535.0042 | 535.0042 | 535.0042 |
Max Trade Drawdown | -103846 | -76347 | -75988 | -10433762 | -7591245 | -6205624 |
Profit Factor | 2.9418 | 4.924 | 1.2433 | 1.1846 | 1.3518 | 1.0334 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 41.5094 | 40.5063 | 42.5 | 41.5094 | 40.5063 | 42.5 |
Ratio Avg Win / Avg Loss | 4.1452 | 7.2322 | 1.6821 | 1.6692 | 1.9855 | 1.3982 |
Largest Winning Trade | 883655 | 883655 | 74506 | 7379210 | 7379210 | 3328535 |
Largest Losing Trade | -35910 | -28990 | -35910 | -2578925 | -2167866 | -2578925 |
Avg Bars in Trades | 135 | 122 | 147 | 135 | 122 | 147 |
Avg Bars in Winners | 234 | 218 | 248 | 234 | 218 | 248 |
Avg Bars in Losers | 65 | 57 | 73 | 65 | 57 | 73 |
Bars Traded | 21492 | 9674 | 11818 | 21492 | 9674 | 11818 |
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 | 451355 | -14588 | -311347 | -10528 | -20888 | -377154 |
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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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