Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1361627.8733 | 1256185.1241 | 105442.7492 | 9720918.9987 | 7528478.8385 | 2192440.1601 |
Total P&L (%) | 1361.6279 | 1256.1851 | 105.4427 | 9720.919 | 7528.4788 | 2192.4402 |
Avg Daily Profit (%) | 0.7459 | 0.6881 | 0.0578 | 0.2516 | 0.2377 | 0.1717 |
Buy And Hold Return (%) | 690.2728 | 690.2728 | 690.2728 | 690.2728 | 690.2728 | 690.2728 |
Max Trade Drawdown | -90676 | -81481 | -82124 | -4527976 | -1429807 | -3460802 |
Profit Factor | 3.6707 | 6.2939 | 1.3869 | 1.8218 | 2.6506 | 1.3017 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 38.1679 | 36.9231 | 39.3939 | 38.1679 | 36.9231 | 39.3939 |
Ratio Avg Win / Avg Loss | 5.9465 | 10.7521 | 2.1336 | 2.9513 | 4.5281 | 2.0026 |
Largest Winning Trade | 609229 | 609229 | 74440 | 3822911 | 2734672 | 3822911 |
Largest Losing Trade | -24910 | -23246 | -24910 | -2506022 | -1284538 | -2506022 |
Avg Bars in Trades | 27 | 24 | 29 | 27 | 24 | 29 |
Avg Bars in Winners | 55 | 52 | 57 | 55 | 52 | 57 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 3546 | 1614 | 1932 | 3546 | 1614 | 1932 |
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 | 305123 | -124117 | -408148 | 286512 | -123349 | -122258 |
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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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