Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1500058.4469 | 1396449.3869 | 103609.06 | 11767630.0113 | 9427496.2394 | 2340133.772 |
Total P&L (%) | 1500.0584 | 1396.4494 | 103.6091 | 11767.63 | 9427.4962 | 2340.1338 |
Avg Daily Profit (%) | 0.8267 | 0.7696 | 0.0571 | 0.2636 | 0.2514 | 0.1762 |
Buy And Hold Return (%) | 634.1404 | 634.1404 | 634.1404 | 634.1404 | 634.1404 | 634.1404 |
Max Trade Drawdown | -123069 | -73524 | -66702 | -13580816 | -10240148 | -8633017 |
Profit Factor | 3.2643 | 5.4594 | 1.2966 | 1.2351 | 1.3886 | 1.0907 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Profitability (%) | 31.8471 | 30.7692 | 32.9114 | 31.8471 | 30.7692 | 32.9114 |
Ratio Avg Win / Avg Loss | 6.9856 | 12.2837 | 2.6431 | 2.643 | 3.1245 | 2.2233 |
Largest Winning Trade | 835607 | 835607 | 77406 | 8864323 | 8864323 | 5086344 |
Largest Losing Trade | -31251 | -24452 | -31251 | -4301657 | -1862322 | -4301657 |
Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Winners | 103 | 97 | 109 | 103 | 97 | 109 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 6966 | 3230 | 3736 | 6966 | 3230 | 3736 |
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 | 314649 | -26440 | -314878 | 113129 | -31722 | -147928 |
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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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