Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1678069.4838 | 1553173.4716 | 124896.0122 | 14280285.775 | 11219213.7423 | 3061072.0327 |
Total P&L (%) | 1678.0695 | 1553.1735 | 124.896 | 14280.2858 | 11219.2137 | 3061.072 |
Avg Daily Profit (%) | 0.9256 | 0.8567 | 0.0689 | 0.2744 | 0.2612 | 0.1907 |
Buy And Hold Return (%) | 640.6427 | 640.6427 | 640.6427 | 640.6427 | 640.6427 | 640.6427 |
Max Trade Drawdown | -109808 | -66300 | -72518 | -7680946 | -4151182 | -5841440 |
Profit Factor | 3.0625 | 5.157 | 1.2839 | 1.3615 | 1.5927 | 1.1488 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 187 | 97 | 90 | 187 | 97 | 90 |
Profitability (%) | 30.2239 | 27.6119 | 32.8358 | 30.2239 | 27.6119 | 32.8358 |
Ratio Avg Win / Avg Loss | 7.0703 | 13.5197 | 2.6261 | 3.1432 | 4.1754 | 2.3498 |
Largest Winning Trade | 999429 | 999429 | 70086 | 7767818 | 7767818 | 3630110 |
Largest Losing Trade | -19117 | -16495 | -19117 | -1879998 | -1426522 | -1879998 |
Avg Bars in Trades | 26 | 24 | 29 | 26 | 24 | 29 |
Avg Bars in Winners | 66 | 60 | 71 | 66 | 60 | 71 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 7155 | 3260 | 3896 | 7155 | 3260 | 3896 |
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 | 347948 | -1158 | -272231 | 152407 | -6679 | -55925 |
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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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