Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1455620.913 | 1340752.5653 | 114868.3477 | 12479344.3304 | 10252350.021 | 2226994.3095 |
Total P&L (%) | 1455.6209 | 1340.7526 | 114.8683 | 12479.3443 | 10252.35 | 2226.9943 |
Avg Daily Profit (%) | 0.8023 | 0.739 | 0.0633 | 0.2668 | 0.2561 | 0.1736 |
Buy And Hold Return (%) | 566.7821 | 566.7821 | 566.7821 | 566.7821 | 566.7821 | 566.7821 |
Max Trade Drawdown | -99959 | -57064 | -65343 | -24348389 | -13235628 | -15669955 |
Profit Factor | 3.2498 | 5.3482 | 1.3392 | 1.2029 | 1.3469 | 1.0697 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Profitability (%) | 31.4103 | 32.0513 | 30.7692 | 31.4103 | 32.0513 | 30.7692 |
Ratio Avg Win / Avg Loss | 7.0965 | 11.3382 | 3.0132 | 2.6268 | 2.8554 | 2.4068 |
Largest Winning Trade | 761946 | 761946 | 74096 | 12131751 | 11576854 | 12131751 |
Largest Losing Trade | -26916 | -18038 | -26916 | -3896831 | -2750164 | -3896831 |
Avg Bars in Trades | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Winners | 80 | 73 | 88 | 80 | 73 | 88 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 5346 | 2498 | 2848 | 5346 | 2498 | 2848 |
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 | 341037 | -25195 | -314670 | 100751 | -31439 | -179146 |
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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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