Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1551893.1415 | 1447376.2645 | 104516.877 | 14252883.7954 | 11628059.602 | 2624824.1934 |
Total P&L (%) | 1551.8931 | 1447.3763 | 104.5169 | 14252.8838 | 11628.0596 | 2624.8242 |
Avg Daily Profit (%) | 0.856 | 0.7983 | 0.0576 | 0.2743 | 0.2631 | 0.1825 |
Buy And Hold Return (%) | 617.6698 | 617.6698 | 617.6698 | 617.6698 | 617.6698 | 617.6698 |
Max Trade Drawdown | -109324 | -59907 | -59958 | -15650508 | -8895175 | -10410254 |
Profit Factor | 3.4138 | 5.9316 | 1.2991 | 1.3425 | 1.598 | 1.1184 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Profitability (%) | 32.8671 | 32.3944 | 33.3333 | 32.8671 | 32.3944 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.9728 | 12.3791 | 2.5982 | 2.7422 | 3.335 | 2.2368 |
Largest Winning Trade | 835607 | 835607 | 77406 | 9084332 | 9084332 | 8388241 |
Largest Losing Trade | -30148 | -23822 | -30148 | -3718405 | -2651940 | -3718405 |
Avg Bars in Trades | 24 | 22 | 25 | 24 | 22 | 25 |
Avg Bars in Winners | 52 | 47 | 56 | 52 | 47 | 56 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 3433 | 1607 | 1825 | 3433 | 1607 | 1825 |
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 | 366917 | -76497 | -366191 | 148362 | -81933 | -168947 |
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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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