Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1656007.7047 | 1501976.5774 | 154031.1274 | 19923382.5096 | 11336731.7173 | 8586650.7924 |
Total P&L (%) | 1656.0077 | 1501.9766 | 154.0311 | 19923.3825 | 11336.7317 | 8586.6508 |
Avg Daily Profit (%) | 0.9139 | 0.8289 | 0.085 | 0.2929 | 0.2619 | 0.2467 |
Buy And Hold Return (%) | 466.5422 | 466.5422 | 466.5422 | 466.5422 | 466.5422 | 466.5422 |
Max Trade Drawdown | -63720 | -65661 | -47521 | -4944531 | -5114179 | -2318813 |
Profit Factor | 4.9412 | 7.309 | 1.8458 | 1.8523 | 1.7665 | 2.0001 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 39.759 | 33.3333 | 46.3415 | 39.759 | 33.3333 | 46.3415 |
Ratio Avg Win / Avg Loss | 7.4866 | 14.6181 | 2.1372 | 2.8065 | 3.533 | 2.3159 |
Largest Winning Trade | 751197 | 751197 | 64985 | 8533703 | 8533703 | 6173909 |
Largest Losing Trade | -30266 | -21478 | -30266 | -2558867 | -2558867 | -1515599 |
Avg Bars in Trades | 85 | 88 | 81 | 85 | 88 | 81 |
Avg Bars in Winners | 138 | 159 | 123 | 138 | 159 | 123 |
Avg Bars in Losers | 49 | 52 | 46 | 49 | 52 | 46 |
Bars Traded | 7071 | 3714 | 3357 | 7071 | 3714 | 3357 |
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 | 472819 | 445141 | -243127 | 255121 | 197216 | 390601 |
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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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