Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1620295.9115 | 1493513.2928 | 126782.6187 | 16371784.8325 | 18500827.2657 | -2129042.4332 |
Total P&L (%) | 1620.2959 | 1493.5133 | 126.7826 | 16371.7848 | 18500.8273 | -2129.0424 |
Avg Daily Profit (%) | 0.8903 | 0.8206 | 0.0697 | 0.2808 | 0.2875 | 0 |
Buy And Hold Return (%) | 545.6206 | 545.6206 | 545.6206 | 545.6206 | 545.6206 | 545.6206 |
Max Trade Drawdown | -72108 | -72173 | -46675 | -25421526 | -17611649 | -11456576 |
Profit Factor | 3.3972 | 5.5506 | 1.3646 | 1.2209 | 1.4699 | 0.9387 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 49.6241 | 46.9697 | 52.2388 | 49.6241 | 46.9697 | 52.2388 |
Ratio Avg Win / Avg Loss | 3.4487 | 6.2668 | 1.2476 | 1.2394 | 1.6595 | 0.8583 |
Largest Winning Trade | 1011824 | 1011824 | 66205 | 17408175 | 17408175 | 7168245 |
Largest Losing Trade | -28366 | -21531 | -28366 | -8830378 | -7119057 | -8830378 |
Avg Bars in Trades | 54 | 53 | 54 | 54 | 53 | 54 |
Avg Bars in Winners | 82 | 83 | 81 | 82 | 83 | 81 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 7189 | 3526 | 3663 | 7189 | 3526 | 3663 |
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 | 605121 | -107598 | -381614 | 307271 | -114617 | -697168 |
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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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