Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1518539.9623 | 1379411.6262 | 139128.336 | 23999655.5899 | 17002092.1799 | 6997563.41 |
Total P&L (%) | 1518.54 | 1379.4116 | 139.1283 | 23999.6556 | 17002.0922 | 6997.5634 |
Avg Daily Profit (%) | 0.8356 | 0.759 | 0.0766 | 0.3023 | 0.2833 | 0.2348 |
Buy And Hold Return (%) | 590.8277 | 590.8277 | 590.8277 | 590.8277 | 590.8277 | 590.8277 |
Max Trade Drawdown | -71317 | -44471 | -54927 | -29481199 | -17809979 | -22029320 |
Profit Factor | 3.3954 | 5.853 | 1.3979 | 1.2688 | 1.4162 | 1.1444 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Profitability (%) | 31.6129 | 28.5714 | 34.6154 | 31.6129 | 28.5714 | 34.6154 |
Ratio Avg Win / Avg Loss | 7.3452 | 14.6325 | 2.6404 | 2.7447 | 3.5404 | 2.1617 |
Largest Winning Trade | 761946 | 761946 | 78469 | 17495260 | 17495260 | 11506155 |
Largest Losing Trade | -30457 | -14412 | -30457 | -6125617 | -4663335 | -6125617 |
Avg Bars in Trades | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Winners | 77 | 75 | 79 | 77 | 75 | 79 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 5349 | 2489 | 2860 | 5349 | 2489 | 2860 |
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 | 354906 | -39453 | -295157 | 128788 | -45377 | -92637 |
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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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