Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1287852.0181 | 1253636.85 | 34215.1681 | 2324730.0358 | 4053253.2754 | -1728523.2396 |
Total P&L (%) | 1287.852 | 1253.6369 | 34.2152 | 2324.73 | 4053.2533 | -1728.5232 |
Avg Daily Profit (%) | 0.7107 | 0.6919 | 0.0189 | 0.1761 | 0.2059 | 0 |
Buy And Hold Return (%) | 471.3084 | 471.3084 | 471.3084 | 471.3084 | 471.3084 | 471.3084 |
Max Trade Drawdown | -71286 | -61783 | -60654 | -4798581 | -2993470 | -2709398 |
Profit Factor | 2.7066 | 4.5637 | 1.0849 | 1.1127 | 1.4102 | 0.8392 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Profitability (%) | 33.7349 | 30.1205 | 37.3494 | 33.7349 | 30.1205 | 37.3494 |
Ratio Avg Win / Avg Loss | 5.3166 | 10.5878 | 1.8199 | 2.1856 | 3.2717 | 1.4077 |
Largest Winning Trade | 761946 | 761946 | 74766 | 5453876 | 5453876 | 1613536 |
Largest Losing Trade | -43104 | -15717 | -43104 | -1278457 | -690804 | -1278457 |
Avg Bars in Trades | 32 | 29 | 35 | 32 | 29 | 35 |
Avg Bars in Winners | 68 | 65 | 72 | 68 | 65 | 72 |
Avg Bars in Losers | 13 | 14 | 13 | 13 | 14 | 13 |
Bars Traded | 5367 | 2444 | 2923 | 5367 | 2444 | 2923 |
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 | 315445 | 306652 | -464644 | -94484 | 78164 | -584362 |
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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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