Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1595234.8854 | 1440326.6353 | 154908.2501 | 30398786.9481 | 21609639.9197 | 8789147.0284 |
Total P&L (%) | 1595.2349 | 1440.3266 | 154.9083 | 30398.7869 | 21609.6399 | 8789.147 |
Avg Daily Profit (%) | 0.8779 | 0.7927 | 0.0853 | 0.3153 | 0.2965 | 0.2473 |
Buy And Hold Return (%) | 630.2166 | 630.2166 | 630.2166 | 630.2166 | 630.2166 | 630.2166 |
Max Trade Drawdown | -56334 | -40273 | -49953 | -26837644 | -17168378 | -18903897 |
Profit Factor | 3.5404 | 5.8459 | 1.4684 | 1.3384 | 1.5035 | 1.1874 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Profitability (%) | 32.7381 | 30.9524 | 34.5238 | 32.7381 | 30.9524 | 34.5238 |
Ratio Avg Win / Avg Loss | 7.274 | 13.0408 | 2.7849 | 2.7499 | 3.354 | 2.252 |
Largest Winning Trade | 821117 | 821117 | 76731 | 18443822 | 18443822 | 15097895 |
Largest Losing Trade | -24163 | -15637 | -24163 | -6680450 | -5307079 | -6680450 |
Avg Bars in Trades | 127 | 118 | 137 | 127 | 118 | 137 |
Avg Bars in Winners | 281 | 260 | 299 | 281 | 260 | 299 |
Avg Bars in Losers | 53 | 54 | 51 | 53 | 54 | 51 |
Bars Traded | 21466 | 9932 | 11533 | 21466 | 9932 | 11533 |
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 | 381509 | 316650 | -249039 | 166328 | 128329 | -11180 |
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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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