Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342401.7907 | 1224869.7012 | 117532.0895 | 10720985.0336 | 9826600.0741 | 894384.9596 |
Total P&L (%) | 1342.4018 | 1224.8697 | 117.5321 | 10720.985 | 9826.6001 | 894.385 |
Avg Daily Profit (%) | 0.7388 | 0.6741 | 0.0647 | 0.2581 | 0.2534 | 0.1265 |
Buy And Hold Return (%) | 632.1886 | 632.1886 | 632.1886 | 632.1886 | 632.1886 | 632.1886 |
Max Trade Drawdown | -89163 | -84031 | -55114 | -12849853 | -7322880 | -7540917 |
Profit Factor | 2.8275 | 4.3328 | 1.3202 | 1.2161 | 1.3813 | 1.0375 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 48.2353 | 45.8824 | 50.5882 | 48.2353 | 45.8824 | 50.5882 |
Ratio Avg Win / Avg Loss | 3.0344 | 5.1105 | 1.2895 | 1.3051 | 1.6292 | 1.0134 |
Largest Winning Trade | 680712 | 680712 | 73517 | 5974678 | 5974678 | 4408814 |
Largest Losing Trade | -36023 | -29199 | -36023 | -4840779 | -3790066 | -4840779 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 30 | 36 | 25 | 30 | 36 | 25 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 3546 | 1954 | 1592 | 3546 | 1954 | 1592 |
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 | 448417 | 375839 | -272102 | 309163 | 307271 | -239691 |
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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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