Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1231633.4512 | 1157328.3823 | 74305.0689 | 4643348.3782 | 4034070.8282 | 609277.55 |
Total P&L (%) | 1231.6335 | 1157.3284 | 74.3051 | 4643.3484 | 4034.0708 | 609.2776 |
Avg Daily Profit (%) | 0.6757 | 0.6349 | 0.0408 | 0.2119 | 0.2044 | 0.1075 |
Buy And Hold Return (%) | 854.0268 | 854.0268 | 854.0268 | 854.0268 | 854.0268 | 854.0268 |
Max Trade Drawdown | -133958 | -68693 | -97005 | -1843638 | -1156391 | -1292640 |
Profit Factor | 3.0496 | 4.915 | 1.2434 | 1.5234 | 1.9722 | 1.129 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 53.0864 | 53.0864 | 53.0864 | 53.0864 | 53.0864 | 53.0864 |
Ratio Avg Win / Avg Loss | 2.695 | 4.3435 | 1.0988 | 1.3463 | 1.7429 | 0.9978 |
Largest Winning Trade | 559298 | 559298 | 75106 | 1995043 | 1995043 | 1412903 |
Largest Losing Trade | -29438 | -29438 | -29058 | -638744 | -513268 | -638744 |
Avg Bars in Trades | 64 | 59 | 69 | 64 | 59 | 69 |
Avg Bars in Winners | 86 | 81 | 91 | 86 | 81 | 91 |
Avg Bars in Losers | 39 | 34 | 44 | 39 | 34 | 44 |
Bars Traded | 10458 | 4801 | 5657 | 10458 | 4801 | 5657 |
Profit Streak | 0 | 18.8769 | 0 | 0 | 18.8769 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9042 | -46293 | -316052 | 352655 | -249 | -306593 |
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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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