Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1532192.8578 | 1384926.2717 | 147266.5861 | 18214778.2352 | 10150566.7361 | 8064211.4991 |
Total P&L (%) | 1532.1929 | 1384.9263 | 147.2666 | 18214.7782 | 10150.5667 | 8064.2115 |
Avg Daily Profit (%) | 0.8411 | 0.7603 | 0.0808 | 0.2864 | 0.2545 | 0.242 |
Buy And Hold Return (%) | 744.6959 | 744.6959 | 744.6959 | 744.6959 | 744.6959 | 744.6959 |
Max Trade Drawdown | -71925 | -57056 | -60096 | -18514373 | -14328666 | -10149358 |
Profit Factor | 3.4769 | 5.4144 | 1.4831 | 1.3744 | 1.3572 | 1.3987 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 44.5378 | 38.9831 | 50 | 44.5378 | 38.9831 | 50 |
Ratio Avg Win / Avg Loss | 4.3298 | 8.4747 | 1.4831 | 1.7116 | 2.1243 | 1.3987 |
Largest Winning Trade | 786304 | 786304 | 54708 | 11987257 | 11987257 | 8477868 |
Largest Losing Trade | -34341 | -19799 | -34341 | -7292112 | -7292112 | -4236859 |
Avg Bars in Trades | 44 | 45 | 44 | 44 | 45 | 44 |
Avg Bars in Winners | 71 | 76 | 68 | 71 | 76 | 68 |
Avg Bars in Losers | 23 | 25 | 20 | 23 | 25 | 20 |
Bars Traded | 5343 | 2678 | 2665 | 5343 | 2678 | 2665 |
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 | 415368 | -168141 | -418772 | 310244 | -171194 | -160097 |
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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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