Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1276494.0977 | 1183873.0192 | 92621.0785 | 6466403.721 | 5296074.3709 | 1170329.3501 |
Total P&L (%) | 1276.4941 | 1183.873 | 92.6211 | 6466.4037 | 5296.0744 | 1170.3294 |
Avg Daily Profit (%) | 0.7043 | 0.6532 | 0.0511 | 0.2311 | 0.2203 | 0.1403 |
Buy And Hold Return (%) | 473.7006 | 473.7006 | 473.7006 | 473.7006 | 473.7006 | 473.7006 |
Max Trade Drawdown | -149962 | -67382 | -91424 | -5100404 | -4226974 | -3528299 |
Profit Factor | 2.807 | 4.7609 | 1.2365 | 1.2205 | 1.3999 | 1.0728 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 34.3373 | 31.3253 | 37.3494 | 34.3373 | 31.3253 | 37.3494 |
Ratio Avg Win / Avg Loss | 5.3677 | 10.4374 | 2.0741 | 2.3339 | 3.069 | 1.7995 |
Largest Winning Trade | 610043 | 610043 | 74108 | 4636136 | 4636136 | 2468983 |
Largest Losing Trade | -37357 | -18686 | -37357 | -1823745 | -1070845 | -1823745 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 43 | 40 | 45 | 43 | 40 | 45 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 3552 | 1624 | 1928 | 3552 | 1624 | 1928 |
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 | 337651 | 311514 | -294616 | 146493 | 97203 | -153381 |
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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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