Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1335641.8264 | 1232485.1099 | 103156.7165 | 6943235.9152 | 6699586.935 | 243648.9802 |
Total P&L (%) | 1335.6418 | 1232.4851 | 103.1567 | 6943.2359 | 6699.5869 | 243.649 |
Avg Daily Profit (%) | 0.7357 | 0.6789 | 0.0568 | 0.2346 | 0.2327 | 0.068 |
Buy And Hold Return (%) | 564.1708 | 564.1708 | 564.1708 | 564.1708 | 564.1708 | 564.1708 |
Max Trade Drawdown | -121375 | -122130 | -58888 | -7195030 | -4637891 | -3948617 |
Profit Factor | 2.6833 | 4.0247 | 1.2672 | 1.1975 | 1.387 | 1.0137 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 44.5087 | 40.6977 | 48.2759 | 44.5087 | 40.6977 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.3454 | 5.8646 | 1.3578 | 1.493 | 2.021 | 1.0861 |
Largest Winning Trade | 706984 | 706984 | 67938 | 3365938 | 3365938 | 2268962 |
Largest Losing Trade | -37078 | -24531 | -37078 | -2042449 | -1610251 | -2042449 |
Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Winners | 29 | 36 | 23 | 29 | 36 | 23 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 3541 | 1998 | 1544 | 3541 | 1998 | 1544 |
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 | 444393 | 355976 | -283654 | 148566 | 229663 | -474111 |
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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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