Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1488551.0993 | 1352080.5219 | 136470.5775 | 14863686.4384 | 16078479.3421 | -1214792.9036 |
Total P&L (%) | 1488.5511 | 1352.0805 | 136.4706 | 14863.6864 | 16078.4793 | -1214.7929 |
Avg Daily Profit (%) | 0.8213 | 0.746 | 0.0753 | 0.2767 | 0.281 | 0 |
Buy And Hold Return (%) | 496.1909 | 496.1909 | 496.1909 | 496.1909 | 496.1909 | 496.1909 |
Max Trade Drawdown | -80710 | -65939 | -61386 | -15172046 | -7224181 | -10182820 |
Profit Factor | 3.235 | 4.7767 | 1.4431 | 1.2445 | 1.5068 | 0.9582 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Profitability (%) | 48.7013 | 49.3506 | 48.0519 | 48.7013 | 49.3506 | 48.0519 |
Ratio Avg Win / Avg Loss | 3.4075 | 4.9024 | 1.5601 | 1.3109 | 1.5464 | 1.0359 |
Largest Winning Trade | 804106 | 804106 | 75653 | 10352207 | 10352207 | 6534238 |
Largest Losing Trade | -54443 | -28053 | -54443 | -4969298 | -4969298 | -2715911 |
Avg Bars in Trades | 23 | 25 | 20 | 23 | 25 | 20 |
Avg Bars in Winners | 30 | 35 | 25 | 30 | 35 | 25 |
Avg Bars in Losers | 15 | 16 | 15 | 15 | 16 | 15 |
Bars Traded | 3543 | 1981 | 1562 | 3543 | 1981 | 1562 |
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 | 606116 | -24953 | -298560 | 324637 | -30744 | -621549 |
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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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