Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1738831.7055 | 1665186.7459 | 73644.9597 | 5727474.6729 | 2361550.0501 | 3365924.6228 |
Total P&L (%) | 1738.8317 | 1665.1867 | 73.645 | 5727.4747 | 2361.5501 | 3365.9246 |
Avg Daily Profit (%) | 0.9575 | 0.917 | 0.0406 | 0.2241 | 0.1766 | 0.1954 |
Buy And Hold Return (%) | 752.0431 | 752.0431 | 752.0431 | 752.0431 | 752.0431 | 752.0431 |
Max Trade Drawdown | -140845 | -76320 | -83504 | -22069924 | -14312285 | -10654364 |
Profit Factor | 3.2826 | 5.4937 | 1.1882 | 1.1005 | 1.074 | 1.1341 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 40.2597 | 35.0649 | 45.4545 | 40.2597 | 35.0649 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.8709 | 10.1736 | 1.4259 | 1.6329 | 1.9889 | 1.3609 |
Largest Winning Trade | 1065976 | 1065976 | 74250 | 9326385 | 9326385 | 6563438 |
Largest Losing Trade | -45742 | -33077 | -45742 | -4130015 | -4130015 | -3907168 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 39 | 43 | 35 | 39 | 43 | 35 |
Avg Bars in Losers | 11 | 12 | 9 | 11 | 12 | 9 |
Bars Traded | 3465 | 1812 | 1653 | 3465 | 1812 | 1653 |
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 | 434411 | -31524 | -361425 | -103364 | -180648 | -110260 |
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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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