Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1431262.1309 | 1325101.5951 | 106160.5358 | 9949979.5087 | 8764062.7457 | 1185916.763 |
Total P&L (%) | 1431.2621 | 1325.1016 | 106.1605 | 9949.9795 | 8764.0627 | 1185.9168 |
Avg Daily Profit (%) | 0.7861 | 0.7278 | 0.0583 | 0.2535 | 0.2466 | 0.1404 |
Buy And Hold Return (%) | 603.048 | 603.048 | 603.048 | 603.048 | 603.048 | 603.048 |
Max Trade Drawdown | -67279 | -52560 | -47511 | -11157619 | -8143417 | -7462237 |
Profit Factor | 3.3839 | 5.7015 | 1.3333 | 1.2606 | 1.4876 | 1.0587 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 35.3846 | 33.8462 | 36.9231 | 35.3846 | 33.8462 | 36.9231 |
Ratio Avg Win / Avg Loss | 6.1793 | 11.1439 | 2.2777 | 2.302 | 2.9076 | 1.8086 |
Largest Winning Trade | 780182 | 780182 | 74808 | 7861889 | 7861889 | 5794593 |
Largest Losing Trade | -31999 | -15177 | -31999 | -3438628 | -2137775 | -3438628 |
Avg Bars in Trades | 164 | 153 | 176 | 164 | 153 | 176 |
Avg Bars in Winners | 340 | 315 | 363 | 340 | 315 | 363 |
Avg Bars in Losers | 69 | 70 | 67 | 69 | 70 | 67 |
Bars Traded | 21446 | 9967 | 11479 | 21446 | 9967 | 11479 |
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 | 352044 | -122955 | -416488 | 147971 | -127462 | -304233 |
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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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