Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068454.6265 | 923606.1801 | 144848.4464 | 13700094.719 | 12077048.7401 | 1623045.9789 |
Total P&L (%) | 1068.4546 | 923.6062 | 144.8484 | 13700.0947 | 12077.0487 | 1623.046 |
Avg Daily Profit (%) | 0.5855 | 0.5061 | 0.0794 | 0.2704 | 0.2635 | 0.1561 |
Buy And Hold Return (%) | 703.4426 | 703.4426 | 703.4426 | 703.4426 | 703.4426 | 703.4426 |
Max Trade Drawdown | -98016 | -88851 | -67490 | -8766592 | -5052764 | -5636966 |
Profit Factor | 2.3383 | 3.4538 | 1.3432 | 1.3132 | 1.552 | 1.0743 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 52.6627 | 51.1905 | 54.1176 | 52.6627 | 51.1905 | 54.1176 |
Ratio Avg Win / Avg Loss | 2.1018 | 3.2931 | 1.1388 | 1.1804 | 1.4798 | 0.9108 |
Largest Winning Trade | 317491 | 317491 | 55433 | 5928506 | 5928506 | 2919937 |
Largest Losing Trade | -46647 | -46647 | -33444 | -2739903 | -2454505 | -2739903 |
Avg Bars in Trades | 21 | 22 | 19 | 21 | 22 | 19 |
Avg Bars in Winners | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 3560 | 1869 | 1691 | 3560 | 1869 | 1691 |
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 | 259097 | -51043 | -251925 | 371231 | 371044 | -137207 |
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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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