Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1534990.1177 | 1421739.6431 | 113250.4746 | 8120187.4901 | 4546863.6031 | 3573323.887 |
Total P&L (%) | 1534.9901 | 1421.7396 | 113.2505 | 8120.1875 | 4546.8636 | 3573.3239 |
Avg Daily Profit (%) | 0.8462 | 0.7838 | 0.0624 | 0.2434 | 0.2118 | 0.1989 |
Buy And Hold Return (%) | 529.4148 | 529.4148 | 529.4148 | 529.4148 | 529.4148 | 529.4148 |
Max Trade Drawdown | -97783 | -86838 | -68792 | -16678837 | -12197163 | -7902758 |
Profit Factor | 3.2534 | 4.8565 | 1.3624 | 1.223 | 1.212 | 1.2386 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 74 | 43 | 31 | 74 | 43 | 31 |
Profitability (%) | 43.5115 | 33.8462 | 53.0303 | 43.5115 | 33.8462 | 53.0303 |
Ratio Avg Win / Avg Loss | 4.2237 | 9.4923 | 1.2067 | 1.5877 | 2.369 | 1.0971 |
Largest Winning Trade | 886264 | 886264 | 52727 | 8469330 | 8469330 | 5364581 |
Largest Losing Trade | -30457 | -26461 | -30457 | -4772610 | -4772610 | -1952276 |
Avg Bars in Trades | 40 | 42 | 39 | 40 | 42 | 39 |
Avg Bars in Winners | 65 | 77 | 58 | 65 | 77 | 58 |
Avg Bars in Losers | 21 | 24 | 17 | 21 | 24 | 17 |
Bars Traded | 5343 | 2744 | 2599 | 5343 | 2744 | 2599 |
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 | 505742 | -120913 | -398665 | 250430 | -129443 | -116217 |
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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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