Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1591634.2145 | 1520895.8251 | 70738.3894 | 4593911.7945 | 4639263.4589 | -45351.6644 |
Total P&L (%) | 1591.6342 | 1520.8958 | 70.7384 | 4593.9118 | 4639.2635 | -45.3517 |
Avg Daily Profit (%) | 0.8724 | 0.8337 | 0.0388 | 0.2112 | 0.2117 | -0.0331 |
Buy And Hold Return (%) | 718.9457 | 718.9457 | 718.9457 | 718.9457 | 718.9457 | 718.9457 |
Max Trade Drawdown | -90219 | -64245 | -56178 | -9607876 | -6613792 | -5131806 |
Profit Factor | 3.3166 | 5.5261 | 1.2015 | 1.1508 | 1.3072 | 0.997 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 35.5372 | 36.6667 | 34.4262 | 35.5372 | 36.6667 | 34.4262 |
Ratio Avg Win / Avg Loss | 6.0161 | 9.545 | 2.2886 | 2.0874 | 2.2579 | 1.8991 |
Largest Winning Trade | 1041291 | 1041291 | 76498 | 6078507 | 6078507 | 3657158 |
Largest Losing Trade | -23698 | -23698 | -22596 | -1771296 | -1771296 | -1707037 |
Avg Bars in Trades | 44 | 40 | 47 | 44 | 40 | 47 |
Avg Bars in Winners | 84 | 73 | 95 | 84 | 73 | 95 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 5363 | 2439 | 2924 | 5363 | 2439 | 2924 |
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 | 316916 | -159386 | -474305 | -51146 | -165631 | -746014 |
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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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