Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1553276.0635 | 1428859.1244 | 124416.939 | 14782241.7309 | 9473695.962 | 5308545.7689 |
Total P&L (%) | 1553.2761 | 1428.8591 | 124.4169 | 14782.2417 | 9473.696 | 5308.5458 |
Avg Daily Profit (%) | 0.855 | 0.7865 | 0.0685 | 0.2757 | 0.2514 | 0.2199 |
Buy And Hold Return (%) | 624.7848 | 624.7848 | 624.7848 | 624.7848 | 624.7848 | 624.7848 |
Max Trade Drawdown | -105511 | -61107 | -61628 | -10603257 | -7454894 | -7391554 |
Profit Factor | 3.2477 | 5.1051 | 1.3628 | 1.3284 | 1.3936 | 1.2534 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 150 | 78 | 72 | 150 | 78 | 72 |
Profitability (%) | 29.9065 | 27.1028 | 32.7103 | 29.9065 | 27.1028 | 32.7103 |
Ratio Avg Win / Avg Loss | 7.6118 | 13.7309 | 2.8034 | 3.1134 | 3.7484 | 2.5785 |
Largest Winning Trade | 870604 | 870604 | 76517 | 8397748 | 8397748 | 5563964 |
Largest Losing Trade | -16495 | -16495 | -16333 | -1608655 | -1485128 | -1608655 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 85 | 78 | 90 | 85 | 78 | 90 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 7159 | 3232 | 3927 | 7159 | 3232 | 3927 |
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 | 313342 | -4869 | -272688 | 107426 | -10571 | 76499 |
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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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