Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1500020.1941 | 1407748.2356 | 92271.9585 | 8799259.4807 | 11231233.992 | -2431974.5114 |
Total P&L (%) | 1500.0202 | 1407.7482 | 92.272 | 8799.2595 | 11231.234 | -2431.9745 |
Avg Daily Profit (%) | 0.8222 | 0.7717 | 0.0506 | 0.2463 | 0.2596 | 0 |
Buy And Hold Return (%) | 717.2117 | 717.2117 | 717.2117 | 717.2117 | 717.2117 | 717.2117 |
Max Trade Drawdown | -81796 | -66184 | -73757 | -13794072 | -8685570 | -9870052 |
Profit Factor | 3.1537 | 5.3157 | 1.2492 | 1.2026 | 1.5646 | 0.8967 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 37.8378 | 36.4865 | 39.1892 | 37.8378 | 36.4865 | 39.1892 |
Ratio Avg Win / Avg Loss | 5.1811 | 9.2533 | 1.9384 | 1.9757 | 2.7236 | 1.3914 |
Largest Winning Trade | 827660 | 827660 | 77376 | 8343707 | 8343707 | 5234896 |
Largest Losing Trade | -35906 | -15822 | -35906 | -6441704 | -2308187 | -6441704 |
Avg Bars in Trades | 145 | 133 | 156 | 145 | 133 | 156 |
Avg Bars in Winners | 284 | 257 | 309 | 284 | 257 | 309 |
Avg Bars in Losers | 60 | 62 | 58 | 60 | 62 | 58 |
Bars Traded | 21463 | 9889 | 11574 | 21463 | 9889 | 11574 |
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 | 309407 | -55900 | -358923 | 169030 | -58353 | -647773 |
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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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