Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1437763.705 | 1331986.1315 | 105777.5734 | 11014428.5975 | 7948493.2275 | 3065935.3701 |
Total P&L (%) | 1437.7637 | 1331.9861 | 105.7776 | 11014.4286 | 7948.4932 | 3065.9354 |
Avg Daily Profit (%) | 0.7926 | 0.7343 | 0.0583 | 0.26 | 0.2422 | 0.1906 |
Buy And Hold Return (%) | 530.5895 | 530.5895 | 530.5895 | 530.5895 | 530.5895 | 530.5895 |
Max Trade Drawdown | -84753 | -51743 | -71859 | -11256964 | -9546017 | -7976942 |
Profit Factor | 3.0723 | 5.123 | 1.2853 | 1.2366 | 1.3406 | 1.1321 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Profitability (%) | 30.5389 | 30.1205 | 30.9524 | 30.5389 | 30.1205 | 30.9524 |
Ratio Avg Win / Avg Loss | 6.988 | 11.8853 | 2.8672 | 2.8127 | 3.1102 | 2.5254 |
Largest Winning Trade | 751625 | 751625 | 76396 | 8835028 | 8835028 | 4612301 |
Largest Losing Trade | -31251 | -17020 | -31251 | -2803721 | -2088498 | -2803721 |
Avg Bars in Trades | 42 | 40 | 45 | 42 | 40 | 45 |
Avg Bars in Winners | 102 | 96 | 108 | 102 | 96 | 108 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 7132 | 3337 | 3795 | 7132 | 3337 | 3795 |
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 | 320750 | 319686 | -287466 | 95940 | 64027 | -74733 |
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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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