Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1523948.0256 | 1389063.5274 | 134884.4982 | 20773407.6288 | 14544094.1805 | 6229313.4483 |
Total P&L (%) | 1523.948 | 1389.0635 | 134.8845 | 20773.4076 | 14544.0942 | 6229.3134 |
Avg Daily Profit (%) | 0.8353 | 0.7613 | 0.0739 | 0.2932 | 0.2737 | 0.2276 |
Buy And Hold Return (%) | 652.5778 | 652.5778 | 652.5778 | 652.5778 | 652.5778 | 652.5778 |
Max Trade Drawdown | -99642 | -70543 | -68681 | -5775055 | -4991032 | -4314079 |
Profit Factor | 3.3652 | 5.1827 | 1.432 | 1.7791 | 1.9713 | 1.5328 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 43.1373 | 39.4737 | 46.7532 | 43.1373 | 39.4737 | 46.7532 |
Ratio Avg Win / Avg Loss | 4.436 | 7.9469 | 1.6309 | 2.3451 | 3.0227 | 1.7457 |
Largest Winning Trade | 762045 | 762045 | 76199 | 5837025 | 5837025 | 5042537 |
Largest Losing Trade | -24868 | -21278 | -24868 | -2247650 | -1890100 | -2247650 |
Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Winners | 42 | 44 | 39 | 42 | 44 | 39 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 3558 | 1766 | 1792 | 3558 | 1766 | 1792 |
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 | 481983 | -38541 | -300951 | 382271 | -40861 | -32051 |
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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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