Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1332116.4394 | 1269415.0392 | 62701.4002 | 5431805.6714 | 5451315.5724 | -19509.901 |
Total P&L (%) | 1332.1164 | 1269.415 | 62.7014 | 5431.8057 | 5451.3156 | -19.5099 |
Avg Daily Profit (%) | 0.7344 | 0.6998 | 0.0346 | 0.2215 | 0.2217 | -0.012 |
Buy And Hold Return (%) | 547.5267 | 547.5267 | 547.5267 | 547.5267 | 547.5267 | 547.5267 |
Max Trade Drawdown | -104289 | -53018 | -92836 | -4058999 | -2647981 | -2774013 |
Profit Factor | 2.7738 | 4.572 | 1.1585 | 1.2843 | 1.5493 | 0.9979 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 39.3939 | 37.8049 | 40.9639 | 39.3939 | 37.8049 | 40.9639 |
Ratio Avg Win / Avg Loss | 4.2675 | 7.5216 | 1.6696 | 1.9758 | 2.5488 | 1.4381 |
Largest Winning Trade | 683612 | 683612 | 79507 | 3633524 | 3633524 | 2277212 |
Largest Losing Trade | -37357 | -18870 | -37357 | -1504328 | -872644 | -1504328 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 41 | 40 | 42 | 41 | 40 | 42 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3558 | 1669 | 1889 | 3558 | 1669 | 1889 |
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 | 392891 | 219662 | -361132 | 228163 | 72659 | -582679 |
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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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