Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1510585.9671 | 1386571.3947 | 124014.5724 | 14540274.6066 | 9798419.255 | 4741855.3515 |
Total P&L (%) | 1510.586 | 1386.5714 | 124.0146 | 14540.2746 | 9798.4193 | 4741.8554 |
Avg Daily Profit (%) | 0.8325 | 0.7642 | 0.0683 | 0.2752 | 0.2536 | 0.2141 |
Buy And Hold Return (%) | 582.7956 | 582.7956 | 582.7956 | 582.7956 | 582.7956 | 582.7956 |
Max Trade Drawdown | -104627 | -70191 | -61741 | -12928256 | -8211035 | -10001038 |
Profit Factor | 3.3926 | 5.6332 | 1.3734 | 1.2847 | 1.4034 | 1.1771 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 29.8013 | 24 | 35.5263 | 29.8013 | 24 | 35.5263 |
Ratio Avg Win / Avg Loss | 7.9914 | 17.8384 | 2.4925 | 3.0262 | 4.4441 | 2.1362 |
Largest Winning Trade | 823156 | 823156 | 74350 | 9021939 | 9021939 | 6445858 |
Largest Losing Trade | -26616 | -16228 | -26616 | -2351665 | -2125585 | -2351665 |
Avg Bars in Trades | 47 | 44 | 50 | 47 | 44 | 50 |
Avg Bars in Winners | 107 | 111 | 104 | 107 | 111 | 104 |
Avg Bars in Losers | 21 | 22 | 19 | 21 | 22 | 19 |
Bars Traded | 7114 | 3315 | 3800 | 7114 | 3315 | 3800 |
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 | 300452 | -74422 | -320899 | 69113 | -80858 | -71565 |
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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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