Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1338962.4307 | 1251904.385 | 87058.0458 | 5522233.7469 | 3642234.4526 | 1879999.2943 |
Total P&L (%) | 1338.9624 | 1251.9044 | 87.058 | 5522.2337 | 3642.2345 | 1879.9993 |
Avg Daily Profit (%) | 0.7383 | 0.6903 | 0.048 | 0.2224 | 0.1999 | 0.1648 |
Buy And Hold Return (%) | 522.0929 | 522.0929 | 522.0929 | 522.0929 | 522.0929 | 522.0929 |
Max Trade Drawdown | -118609 | -89670 | -101575 | -4388698 | -3286913 | -2471134 |
Profit Factor | 2.8107 | 4.2108 | 1.249 | 1.3383 | 1.4358 | 1.2361 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 40.9091 | 38.6364 | 43.1818 | 40.9091 | 38.6364 | 43.1818 |
Ratio Avg Win / Avg Loss | 4.0598 | 6.6877 | 1.6435 | 1.9332 | 2.2804 | 1.6264 |
Largest Winning Trade | 713509 | 713509 | 72567 | 2726814 | 2726814 | 1787577 |
Largest Losing Trade | -34055 | -22998 | -34055 | -1097306 | -875733 | -1097306 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 35 | 37 | 34 | 35 | 37 | 34 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 3573 | 1809 | 1763 | 3573 | 1809 | 1763 |
Profit Streak | 0 | 21.4428 | 0 | 0 | 21.4428 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438105 | 406750 | -296385 | 263626 | 220916 | 117765 |
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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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