Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1613627.7445 | 1475026.2491 | 138601.4954 | 22345984.3291 | 14786123.518 | 7559860.8111 |
Total P&L (%) | 1613.6277 | 1475.0262 | 138.6015 | 22345.9843 | 14786.1235 | 7559.8608 |
Avg Daily Profit (%) | 0.8886 | 0.8123 | 0.0763 | 0.2986 | 0.2759 | 0.2392 |
Buy And Hold Return (%) | 591.5284 | 591.5284 | 591.5284 | 591.5284 | 591.5284 | 591.5284 |
Max Trade Drawdown | -71565 | -53327 | -55385 | -21533806 | -19624709 | -15015717 |
Profit Factor | 3.4816 | 5.8173 | 1.4029 | 1.2765 | 1.3563 | 1.1922 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Profitability (%) | 34.3558 | 32.0988 | 36.5854 | 34.3558 | 32.0988 | 36.5854 |
Ratio Avg Win / Avg Loss | 6.6524 | 12.3057 | 2.4316 | 2.439 | 2.8692 | 2.0665 |
Largest Winning Trade | 856232 | 856232 | 77145 | 17234372 | 17234372 | 8619352 |
Largest Losing Trade | -26836 | -18919 | -26836 | -6334542 | -3681341 | -6334542 |
Avg Bars in Trades | 131 | 121 | 140 | 131 | 121 | 140 |
Avg Bars in Winners | 278 | 265 | 289 | 278 | 265 | 289 |
Avg Bars in Losers | 54 | 54 | 54 | 54 | 54 | 54 |
Bars Traded | 21390 | 9872 | 11518 | 21390 | 9872 | 11518 |
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 | 407504 | -947 | -264662 | 169262 | -8694 | -9262 |
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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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