Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1423394.7822 | 1323722.5447 | 99672.2376 | 11498700.0071 | 10306617.2929 | 1192082.7141 |
Total P&L (%) | 1423.3948 | 1323.7225 | 99.6722 | 11498.7 | 10306.6173 | 1192.0827 |
Avg Daily Profit (%) | 0.7797 | 0.7251 | 0.0546 | 0.2607 | 0.2548 | 0.1403 |
Buy And Hold Return (%) | 683.2247 | 683.2247 | 683.2247 | 683.2247 | 683.2247 | 683.2247 |
Max Trade Drawdown | -101255 | -45354 | -65876 | -9559694 | -6783933 | -6400284 |
Profit Factor | 3.0693 | 5.2019 | 1.2673 | 1.3105 | 1.5568 | 1.0644 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Profitability (%) | 40.3974 | 40 | 40.7895 | 40.3974 | 40 | 40.7895 |
Ratio Avg Win / Avg Loss | 4.5284 | 7.8028 | 1.8397 | 1.9335 | 2.3351 | 1.545 |
Largest Winning Trade | 683612 | 683612 | 79507 | 7606765 | 7606765 | 5384385 |
Largest Losing Trade | -37357 | -18870 | -37357 | -3556929 | -1925150 | -3556929 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3558 | 1663 | 1895 | 3558 | 1663 | 1895 |
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 | 354886 | -47406 | -337550 | 257419 | -49299 | -215343 |
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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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