Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342043.4122 | 1231226.301 | 110817.1112 | 11261588.2252 | 9614201.8021 | 1647386.4231 |
Total P&L (%) | 1342.0434 | 1231.2263 | 110.8171 | 11261.5882 | 9614.2018 | 1647.3864 |
Avg Daily Profit (%) | 0.7402 | 0.6791 | 0.0611 | 0.2614 | 0.2527 | 0.1579 |
Buy And Hold Return (%) | 580.5146 | 580.5146 | 580.5146 | 580.5146 | 580.5146 | 580.5146 |
Max Trade Drawdown | -112224 | -58799 | -77421 | -6573431 | -2829789 | -3743642 |
Profit Factor | 3.1747 | 5.0121 | 1.3572 | 1.5171 | 1.873 | 1.1531 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Profitability (%) | 44.0758 | 41.9048 | 46.2264 | 44.0758 | 41.9048 | 46.2264 |
Ratio Avg Win / Avg Loss | 4.0281 | 6.9486 | 1.5788 | 1.925 | 2.5966 | 1.3413 |
Largest Winning Trade | 599685 | 599685 | 72996 | 6355340 | 6355340 | 4722828 |
Largest Losing Trade | -33898 | -33898 | -27094 | -2109280 | -2109280 | -1087844 |
Avg Bars in Trades | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Winners | 44 | 43 | 44 | 44 | 43 | 44 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 5214 | 2423 | 2791 | 5214 | 2423 | 2791 |
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 | 467661 | 385520 | -277002 | 365861 | 320350 | -49208 |
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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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