Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1466350.4891 | 1357782.9566 | 108567.5325 | 12818736.3543 | 8771957.4947 | 4046778.8595 |
Total P&L (%) | 1466.3505 | 1357.783 | 108.5675 | 12818.7364 | 8771.9575 | 4046.7789 |
Avg Daily Profit (%) | 0.8069 | 0.7471 | 0.0597 | 0.2679 | 0.2471 | 0.2052 |
Buy And Hold Return (%) | 599.7901 | 599.7901 | 599.7901 | 599.7901 | 599.7901 | 599.7901 |
Max Trade Drawdown | -109085 | -70365 | -87478 | -14095041 | -8052679 | -10800771 |
Profit Factor | 3.0932 | 5.3033 | 1.282 | 1.2776 | 1.4001 | 1.1669 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Profitability (%) | 30.4813 | 29.0323 | 31.9149 | 30.4813 | 29.0323 | 31.9149 |
Ratio Avg Win / Avg Loss | 7.0546 | 12.9635 | 2.7349 | 2.9139 | 3.4225 | 2.4894 |
Largest Winning Trade | 761946 | 761946 | 78469 | 8176845 | 8176845 | 5834485 |
Largest Losing Trade | -30457 | -14412 | -30457 | -2015630 | -1937795 | -2015630 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 67 | 63 | 72 | 67 | 63 | 72 |
Avg Bars in Losers | 11 | 11 | 10 | 11 | 11 | 10 |
Bars Traded | 5349 | 2484 | 2865 | 5349 | 2484 | 2865 |
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 | 317677 | 127076 | -285182 | 120324 | -1823 | -35256 |
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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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