Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1658680.3232 | 1496465.6516 | 162214.6715 | 38518446.9701 | 26901583.7855 | 11616863.1846 |
Total P&L (%) | 1658.6803 | 1496.4657 | 162.2147 | 38518.447 | 26901.5838 | 11616.8632 |
Avg Daily Profit (%) | 0.9135 | 0.8242 | 0.0893 | 0.3286 | 0.3088 | 0.2627 |
Buy And Hold Return (%) | 544.2953 | 544.2953 | 544.2953 | 544.2953 | 544.2953 | 544.2953 |
Max Trade Drawdown | -70196 | -43210 | -50915 | -45267796 | -27178689 | -33663131 |
Profit Factor | 3.7164 | 6.5497 | 1.4757 | 1.2749 | 1.4125 | 1.1551 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 35.7616 | 33.3333 | 38.1579 | 35.7616 | 33.3333 | 38.1579 |
Ratio Avg Win / Avg Loss | 6.6758 | 13.0995 | 2.3917 | 2.2901 | 2.825 | 1.872 |
Largest Winning Trade | 865886 | 865886 | 78469 | 27390598 | 27390598 | 18014049 |
Largest Losing Trade | -30457 | -14412 | -30457 | -7895481 | -7300922 | -7895481 |
Avg Bars in Trades | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Winners | 73 | 70 | 75 | 73 | 70 | 75 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 5337 | 2469 | 2867 | 5337 | 2469 | 2867 |
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 | 442919 | -45058 | -291257 | 195565 | -52589 | -94323 |
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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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