Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1459904.6743 | 1345025.4049 | 114879.2694 | 15799816.1361 | 13242379.1445 | 2557436.9917 |
Total P&L (%) | 1459.9047 | 1345.0254 | 114.8793 | 15799.8161 | 13242.3791 | 2557.437 |
Avg Daily Profit (%) | 0.8029 | 0.7397 | 0.0632 | 0.2792 | 0.2695 | 0.1805 |
Buy And Hold Return (%) | 707.9053 | 707.9053 | 707.9053 | 707.9053 | 707.9053 | 707.9053 |
Max Trade Drawdown | -81824 | -60001 | -66956 | -6987178 | -7453206 | -4430324 |
Profit Factor | 3.1376 | 5.0316 | 1.3289 | 1.454 | 1.7105 | 1.1582 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Profitability (%) | 43.617 | 41.4894 | 45.7447 | 43.617 | 41.4894 | 45.7447 |
Ratio Avg Win / Avg Loss | 4.056 | 7.0958 | 1.5761 | 1.8795 | 2.4123 | 1.3737 |
Largest Winning Trade | 841197 | 841197 | 73337 | 8423057 | 8423057 | 4296615 |
Largest Losing Trade | -18231 | -15638 | -18231 | -2065135 | -2017047 | -2065135 |
Avg Bars in Trades | 27 | 23 | 32 | 27 | 23 | 32 |
Avg Bars in Winners | 50 | 41 | 58 | 50 | 41 | 58 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 5258 | 2195 | 3063 | 5258 | 2195 | 3063 |
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 | 412935 | 344809 | -274933 | 346683 | 307372 | -43168 |
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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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