Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1473833.6768 | 1377471.0916 | 96362.5852 | 8524610.3562 | 7510783.8721 | 1013826.4841 |
Total P&L (%) | 1473.8337 | 1377.4711 | 96.3626 | 8524.6104 | 7510.7839 | 1013.8265 |
Avg Daily Profit (%) | 0.8108 | 0.7578 | 0.053 | 0.2455 | 0.2386 | 0.1327 |
Buy And Hold Return (%) | 616.8743 | 616.8743 | 616.8743 | 616.8743 | 616.8743 | 616.8743 |
Max Trade Drawdown | -83227 | -61524 | -59651 | -13216782 | -9408326 | -9395957 |
Profit Factor | 3.2734 | 5.9308 | 1.2612 | 1.1956 | 1.3971 | 1.0411 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 34.6154 | 27.6923 | 41.5385 | 34.6154 | 27.6923 | 41.5385 |
Ratio Avg Win / Avg Loss | 6.1832 | 15.4861 | 1.775 | 2.2584 | 3.6479 | 1.4653 |
Largest Winning Trade | 822902 | 822902 | 75194 | 8130007 | 8130007 | 5000818 |
Largest Losing Trade | -39151 | -20725 | -39151 | -3598350 | -2224427 | -3598350 |
Avg Bars in Trades | 82 | 76 | 88 | 82 | 76 | 88 |
Avg Bars in Winners | 165 | 170 | 161 | 165 | 170 | 161 |
Avg Bars in Losers | 38 | 40 | 36 | 38 | 40 | 36 |
Bars Traded | 10734 | 4980 | 5754 | 10734 | 4980 | 5754 |
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 | 342015 | -133960 | -422194 | -1432 | -139751 | -335291 |
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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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