Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1434069.2581 | 1380826.2526 | 53243.0056 | 3034587.4563 | 1349769.893 | 1684817.5633 |
Total P&L (%) | 1434.0693 | 1380.8263 | 53.243 | 3034.5875 | 1349.7699 | 1684.8176 |
Avg Daily Profit (%) | 0.7908 | 0.7614 | 0.0294 | 0.1901 | 0.1476 | 0.159 |
Buy And Hold Return (%) | 619.6329 | 619.6329 | 619.6329 | 619.6329 | 619.6329 | 619.6329 |
Max Trade Drawdown | -138711 | -89088 | -106173 | -13544065 | -10352603 | -4715215 |
Profit Factor | 3.3344 | 5.5068 | 1.1729 | 1.1002 | 1.0736 | 1.1411 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 35.2273 | 31.8182 | 38.6364 | 35.2273 | 31.8182 | 38.6364 |
Ratio Avg Win / Avg Loss | 6.1311 | 11.8003 | 1.8629 | 2.023 | 2.3006 | 1.8124 |
Largest Winning Trade | 835607 | 835607 | 68436 | 5564866 | 5564866 | 3956312 |
Largest Losing Trade | -50421 | -26472 | -50421 | -2792500 | -2792500 | -1661619 |
Avg Bars in Trades | 38 | 42 | 35 | 38 | 42 | 35 |
Avg Bars in Winners | 75 | 88 | 65 | 75 | 88 | 65 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 3423 | 1867 | 1556 | 3423 | 1867 | 1556 |
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 | 329744 | 310488 | -353013 | -108124 | -146786 | -64204 |
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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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