Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1458254.0693 | 1377553.812 | 80700.2573 | 4887144.636 | 3178556.9398 | 1708587.6962 |
Total P&L (%) | 1458.2541 | 1377.5538 | 80.7003 | 4887.1446 | 3178.5569 | 1708.5877 |
Avg Daily Profit (%) | 0.8004 | 0.7561 | 0.0443 | 0.2148 | 0.1917 | 0.159 |
Buy And Hold Return (%) | 420.9868 | 420.9868 | 420.9868 | 420.9868 | 420.9868 | 420.9868 |
Max Trade Drawdown | -143140 | -82512 | -78379 | -13918019 | -10850321 | -8067712 |
Profit Factor | 2.988 | 4.8256 | 1.2161 | 1.1265 | 1.1605 | 1.0908 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Profitability (%) | 31.25 | 28.75 | 33.75 | 31.25 | 28.75 | 33.75 |
Ratio Avg Win / Avg Loss | 6.5735 | 11.9591 | 2.3871 | 2.4784 | 2.8761 | 2.1412 |
Largest Winning Trade | 812575 | 812575 | 67386 | 7567287 | 7567287 | 3851343 |
Largest Losing Trade | -26616 | -25916 | -26616 | -2359918 | -2067153 | -2359918 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 50 | 50 | 50 | 50 | 50 | 50 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3563 | 1705 | 1858 | 3563 | 1705 | 1858 |
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 | 359953 | -14879 | -324345 | -78223 | -67335 | -139524 |
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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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