Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1461703.8301 | 1372531.748 | 89172.0821 | 6960072.5876 | 5722579.6026 | 1237492.985 |
Total P&L (%) | 1461.7038 | 1372.5317 | 89.1721 | 6960.0726 | 5722.5796 | 1237.493 |
Avg Daily Profit (%) | 0.8048 | 0.7557 | 0.0491 | 0.2347 | 0.224 | 0.1429 |
Buy And Hold Return (%) | 602.2287 | 602.2287 | 602.2287 | 602.2287 | 602.2287 | 602.2287 |
Max Trade Drawdown | -127958 | -85902 | -76629 | -5066058 | -4035738 | -4819679 |
Profit Factor | 3.0867 | 5.1737 | 1.24 | 1.2581 | 1.4434 | 1.088 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 113 | 60 | 53 | 113 | 60 | 53 |
Profitability (%) | 31.5152 | 26.8293 | 36.1446 | 31.5152 | 26.8293 | 36.1446 |
Ratio Avg Win / Avg Loss | 6.7077 | 14.11 | 2.1906 | 2.7339 | 3.9367 | 1.9221 |
Largest Winning Trade | 823156 | 823156 | 75194 | 4958688 | 4958688 | 3385111 |
Largest Losing Trade | -28039 | -16639 | -28039 | -2591364 | -1312953 | -2591364 |
Avg Bars in Trades | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Winners | 99 | 100 | 98 | 99 | 100 | 98 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 7135 | 3303 | 3832 | 7135 | 3303 | 3832 |
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 | 313278 | -10529 | -298013 | 106150 | -15895 | -136740 |
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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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