Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1410274.6024 | 1315239.5433 | 95035.0591 | 7999730.6181 | 4855220.9086 | 3144509.7095 |
Total P&L (%) | 1410.2746 | 1315.2395 | 95.0351 | 7999.7306 | 4855.2209 | 3144.5097 |
Avg Daily Profit (%) | 0.7777 | 0.7252 | 0.0524 | 0.2426 | 0.2155 | 0.1921 |
Buy And Hold Return (%) | 478.6703 | 478.6703 | 478.6703 | 478.6703 | 478.6703 | 478.6703 |
Max Trade Drawdown | -104891 | -69175 | -72526 | -9542631 | -6729156 | -6697065 |
Profit Factor | 3.0094 | 4.8806 | 1.2619 | 1.2382 | 1.283 | 1.1915 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 126 | 66 | 60 | 126 | 66 | 60 |
Profitability (%) | 30.3867 | 26.6667 | 34.0659 | 30.3867 | 26.6667 | 34.0659 |
Ratio Avg Win / Avg Loss | 6.8942 | 13.4215 | 2.4423 | 2.8366 | 3.5281 | 2.306 |
Largest Winning Trade | 751625 | 751625 | 75592 | 5765753 | 5765753 | 3801757 |
Largest Losing Trade | -31251 | -18236 | -31251 | -1258155 | -1235331 | -1258155 |
Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Winners | 94 | 97 | 92 | 94 | 97 | 92 |
Avg Bars in Losers | 15 | 14 | 15 | 15 | 14 | 15 |
Bars Traded | 7136 | 3337 | 3798 | 7136 | 3337 | 3798 |
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 | 319849 | -5883 | -294257 | 91432 | -13522 | -7646 |
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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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