Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1600781.6967 | 1516571.4124 | 84210.2843 | 6466462.3133 | 4789480.5225 | 1676981.7907 |
Total P&L (%) | 1600.7817 | 1516.5714 | 84.2103 | 6466.4623 | 4789.4805 | 1676.9818 |
Avg Daily Profit (%) | 0.881 | 0.8347 | 0.0463 | 0.2306 | 0.2143 | 0.1585 |
Buy And Hold Return (%) | 631.402 | 631.402 | 631.402 | 631.402 | 631.402 | 631.402 |
Max Trade Drawdown | -110085 | -63788 | -90965 | -6394259 | -6505738 | -4094996 |
Profit Factor | 2.9814 | 4.7703 | 1.2076 | 1.2586 | 1.3612 | 1.1427 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Profitability (%) | 33.5165 | 29.6703 | 37.3626 | 33.5165 | 29.6703 | 37.3626 |
Ratio Avg Win / Avg Loss | 5.9139 | 11.3074 | 2.0245 | 2.4965 | 3.2266 | 1.9157 |
Largest Winning Trade | 927328 | 927328 | 77406 | 5303661 | 5303661 | 2609116 |
Largest Losing Trade | -30148 | -23822 | -30148 | -2101823 | -1373772 | -2101823 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 42 | 41 | 43 | 42 | 41 | 43 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 3578 | 1662 | 1916 | 3578 | 1662 | 1916 |
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 | 368167 | 264564 | -301107 | 146208 | 16736 | -63108 |
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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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