Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1549432.0619 | 1511766.6651 | 37665.3968 | 2190904.9763 | 11374089.8742 | -9183184.8979 |
Total P&L (%) | 1549.4321 | 1511.7667 | 37.6654 | 2190.905 | 11374.0899 | -9183.1849 |
Avg Daily Profit (%) | 0.8539 | 0.8332 | 0.0208 | 0.1727 | 0.2617 | 0 |
Buy And Hold Return (%) | 612.4324 | 612.4324 | 612.4324 | 612.4324 | 612.4324 | 612.4324 |
Max Trade Drawdown | -179480 | -104435 | -106060 | -18689656 | -10400267 | -12168515 |
Profit Factor | 3.2229 | 5.3646 | 1.1074 | 1.0387 | 1.4104 | 0.6828 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 36.9231 | 33.8462 | 40 | 36.9231 | 33.8462 | 40 |
Ratio Avg Win / Avg Loss | 5.5058 | 10.4853 | 1.6611 | 1.7744 | 2.7567 | 1.0242 |
Largest Winning Trade | 1041384 | 1041384 | 72154 | 15319450 | 15319450 | 4261351 |
Largest Losing Trade | -32157 | -27790 | -32157 | -4344509 | -4344509 | -4035558 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Losers | 15 | 16 | 15 | 15 | 16 | 15 |
Bars Traded | 3467 | 1648 | 1819 | 3467 | 1648 | 1819 |
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 | 409713 | -120471 | -567737 | -176143 | -127527 | -714680 |
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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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