Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1541305.1451 | 1420210.361 | 121094.7841 | 12883855.1224 | 10015707.5905 | 2868147.5319 |
Total P&L (%) | 1541.3051 | 1420.2104 | 121.0948 | 12883.8551 | 10015.7076 | 2868.1475 |
Avg Daily Profit (%) | 0.8486 | 0.7819 | 0.0667 | 0.2683 | 0.2545 | 0.1868 |
Buy And Hold Return (%) | 571.8605 | 571.8605 | 571.8605 | 571.8605 | 571.8605 | 571.8605 |
Max Trade Drawdown | -72852 | -56338 | -65074 | -13601409 | -8771551 | -9504089 |
Profit Factor | 3.2644 | 5.5082 | 1.3312 | 1.2156 | 1.3409 | 1.0945 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Profitability (%) | 30.0546 | 29.6703 | 30.4348 | 30.0546 | 29.6703 | 30.4348 |
Ratio Avg Win / Avg Loss | 7.597 | 13.0565 | 3.0427 | 2.8291 | 3.1784 | 2.5016 |
Largest Winning Trade | 892964 | 892964 | 74766 | 11159256 | 11159256 | 6597826 |
Largest Losing Trade | -30457 | -18038 | -30457 | -2483852 | -2363434 | -2483852 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 73 | 69 | 77 | 73 | 69 | 77 |
Avg Bars in Losers | 10 | 8 | 12 | 10 | 8 | 12 |
Bars Traded | 5372 | 2383 | 2989 | 5372 | 2383 | 2989 |
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 | 343653 | 296975 | -276222 | 100092 | 24639 | -116836 |
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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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