Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1636502.0982 | 1524555.4433 | 111946.6549 | 10921391.9194 | 7968377.7387 | 2953014.1808 |
Total P&L (%) | 1636.5021 | 1524.5554 | 111.9467 | 10921.3919 | 7968.3777 | 2953.0142 |
Avg Daily Profit (%) | 0.8987 | 0.8372 | 0.0615 | 0.2586 | 0.2414 | 0.1879 |
Buy And Hold Return (%) | 636.8938 | 636.8938 | 636.8938 | 636.8938 | 636.8938 | 636.8938 |
Max Trade Drawdown | -70437 | -48503 | -50121 | -6308694 | -7337163 | -5834645 |
Profit Factor | 3.1758 | 5.0292 | 1.2995 | 1.2454 | 1.3493 | 1.1361 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Losing Trades | 125 | 68 | 57 | 125 | 68 | 57 |
Profitability (%) | 37.8109 | 32 | 43.5644 | 37.8109 | 32 | 43.5644 |
Ratio Avg Win / Avg Loss | 5.2234 | 10.687 | 1.6835 | 2.0483 | 2.8673 | 1.4718 |
Largest Winning Trade | 952999 | 952999 | 77099 | 8509563 | 8509563 | 3088212 |
Largest Losing Trade | -26615 | -23892 | -26615 | -2275710 | -2275710 | -1611811 |
Avg Bars in Trades | 53 | 47 | 58 | 53 | 47 | 58 |
Avg Bars in Winners | 102 | 100 | 104 | 102 | 100 | 104 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 10702 | 4778 | 5924 | 10702 | 4778 | 5924 |
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 | 437014 | 340669 | -278213 | 205617 | 93608 | -67317 |
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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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