Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1291238.2242 | 1220089.1567 | 71149.0675 | 3878373.9983 | 9982101.583 | -6103727.5847 |
Total P&L (%) | 1291.2382 | 1220.0892 | 71.1491 | 3878.374 | 9982.1016 | -6103.7276 |
Avg Daily Profit (%) | 0.7117 | 0.6725 | 0.0392 | 0.2032 | 0.2546 | 0 |
Buy And Hold Return (%) | 564.542 | 564.542 | 564.542 | 564.542 | 564.542 | 564.542 |
Max Trade Drawdown | -132197 | -62057 | -83927 | -15521921 | -6614637 | -9470223 |
Profit Factor | 2.4639 | 4.1719 | 1.143 | 1.0867 | 1.5208 | 0.7613 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 47.2727 | 43.9024 | 50.6024 | 47.2727 | 43.9024 | 50.6024 |
Ratio Avg Win / Avg Loss | 2.7482 | 5.3308 | 1.1158 | 1.2121 | 1.9432 | 0.7431 |
Largest Winning Trade | 735136 | 735136 | 75499 | 6924881 | 6924881 | 2648527 |
Largest Losing Trade | -37792 | -30616 | -37792 | -3142268 | -1844791 | -3142268 |
Avg Bars in Trades | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Winners | 56 | 55 | 58 | 56 | 55 | 58 |
Avg Bars in Losers | 30 | 28 | 34 | 30 | 28 | 34 |
Bars Traded | 7131 | 3280 | 3851 | 7131 | 3280 | 3851 |
Profit Streak | 0 | 67.3654 | 0 | 0 | 67.3654 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429718 | 291899 | -369736 | -117378 | 205457 | -581031 |
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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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