Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1540686.3689 | 1432196.2959 | 108490.073 | 11765734.5449 | 10084675.1945 | 1681059.3503 |
Total P&L (%) | 1540.6864 | 1432.1963 | 108.4901 | 11765.7345 | 10084.6752 | 1681.0594 |
Avg Daily Profit (%) | 0.8473 | 0.7877 | 0.0597 | 0.263 | 0.2546 | 0.1585 |
Buy And Hold Return (%) | 566.1928 | 566.1928 | 566.1928 | 566.1928 | 566.1928 | 566.1928 |
Max Trade Drawdown | -105253 | -63130 | -61521 | -9838314 | -6422663 | -8277543 |
Profit Factor | 3.3244 | 5.9613 | 1.2899 | 1.2614 | 1.5237 | 1.0653 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Profitability (%) | 34.8993 | 35.1351 | 34.6667 | 34.8993 | 35.1351 | 34.6667 |
Ratio Avg Win / Avg Loss | 6.2012 | 11.0055 | 2.4311 | 2.3531 | 2.813 | 2.0077 |
Largest Winning Trade | 864658 | 864658 | 77586 | 7396721 | 7396721 | 4309337 |
Largest Losing Trade | -33413 | -21326 | -33413 | -4582416 | -1803417 | -4582416 |
Avg Bars in Trades | 47 | 44 | 51 | 47 | 44 | 51 |
Avg Bars in Winners | 97 | 92 | 102 | 97 | 92 | 102 |
Avg Bars in Losers | 21 | 18 | 23 | 21 | 18 | 23 |
Bars Traded | 7115 | 3290 | 3825 | 7115 | 3290 | 3825 |
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 | 386127 | -52207 | -340815 | 146067 | -59172 | -205975 |
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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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