Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1657211.0021 | 1554210.1714 | 103000.8307 | 8879035.4734 | 8837157.0664 | 41878.4069 |
Total P&L (%) | 1657.211 | 1554.2102 | 103.0008 | 8879.0355 | 8837.1571 | 41.8784 |
Avg Daily Profit (%) | 0.9134 | 0.8566 | 0.0568 | 0.2482 | 0.2479 | 0.0193 |
Buy And Hold Return (%) | 611.0579 | 611.0579 | 611.0579 | 611.0579 | 611.0579 | 611.0579 |
Max Trade Drawdown | -89331 | -79226 | -65501 | -10049690 | -7731358 | -4489024 |
Profit Factor | 3.2663 | 5.3253 | 1.2769 | 1.2015 | 1.3942 | 1.0019 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 38.0282 | 32.3944 | 43.662 | 38.0282 | 32.3944 | 43.662 |
Ratio Avg Win / Avg Loss | 5.3228 | 11.1137 | 1.6477 | 1.958 | 2.9097 | 1.2928 |
Largest Winning Trade | 946516 | 946516 | 69106 | 10526472 | 10526472 | 4251527 |
Largest Losing Trade | -38436 | -19230 | -38436 | -3155264 | -3155264 | -2147671 |
Avg Bars in Trades | 151 | 144 | 158 | 151 | 144 | 158 |
Avg Bars in Winners | 261 | 265 | 258 | 261 | 265 | 258 |
Avg Bars in Losers | 83 | 86 | 80 | 83 | 86 | 80 |
Bars Traded | 21498 | 10244 | 11254 | 21498 | 10244 | 11254 |
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 | 427010 | -76073 | -371258 | 171458 | -83586 | -640697 |
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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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