Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1536693.3345 | 1445218.7626 | 91474.5718 | 3772714.2142 | 1958888.0117 | 1813826.2025 |
Total P&L (%) | 1536.6933 | 1445.2188 | 91.4746 | 3772.7142 | 1958.888 | 1813.8262 |
Avg Daily Profit (%) | 0.8446 | 0.7943 | 0.0503 | 0.2012 | 0.1664 | 0.1624 |
Buy And Hold Return (%) | 586.9471 | 586.9471 | 586.9471 | 586.9471 | 586.9471 | 586.9471 |
Max Trade Drawdown | -108162 | -109193 | -42016 | -6196183 | -5930092 | -641988 |
Profit Factor | 2.8535 | 3.2195 | 1.514 | 1.1602 | 1.1024 | 1.4099 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 75 | 29 | 46 | 75 | 29 | 46 |
Losing Trades | 128 | 72 | 56 | 128 | 72 | 56 |
Profitability (%) | 36.9458 | 28.7129 | 45.098 | 36.9458 | 28.7129 | 45.098 |
Ratio Avg Win / Avg Loss | 4.8699 | 7.9933 | 1.8432 | 1.9801 | 2.7371 | 1.7164 |
Largest Winning Trade | 907717 | 907717 | 23700 | 4299794 | 4299794 | 678524 |
Largest Losing Trade | -21737 | -21737 | -13139 | -1518489 | -1518489 | -283381 |
Avg Bars in Trades | 17 | 32 | 2 | 17 | 32 | 2 |
Avg Bars in Winners | 28 | 66 | 3 | 28 | 66 | 3 |
Avg Bars in Losers | 10 | 18 | 1 | 10 | 18 | 1 |
Bars Traded | 3523 | 3253 | 270 | 3523 | 3253 | 270 |
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 | 412747 | 62209 | -290958 | -39236 | -115520 | 167068 |
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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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