Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1530921.7784 | 1428461.8543 | 102459.9241 | 10193551.0825 | 7535542.9126 | 2658008.1699 |
Total P&L (%) | 1530.9218 | 1428.4619 | 102.4599 | 10193.5511 | 7535.5429 | 2658.0082 |
Avg Daily Profit (%) | 0.8414 | 0.7851 | 0.0563 | 0.255 | 0.2386 | 0.1825 |
Buy And Hold Return (%) | 618.3054 | 618.3054 | 618.3054 | 618.3054 | 618.3054 | 618.3054 |
Max Trade Drawdown | -106570 | -64524 | -71664 | -13742964 | -8711819 | -9979938 |
Profit Factor | 3.214 | 5.299 | 1.2852 | 1.2193 | 1.3329 | 1.1115 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Profitability (%) | 30.8176 | 31.6456 | 30 | 30.8176 | 31.6456 | 30 |
Ratio Avg Win / Avg Loss | 7.215 | 11.4459 | 2.9989 | 2.7372 | 2.8791 | 2.5934 |
Largest Winning Trade | 835607 | 835607 | 76396 | 8050247 | 8050247 | 4671926 |
Largest Losing Trade | -26616 | -21456 | -26616 | -2241399 | -2241399 | -2058903 |
Avg Bars in Trades | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Winners | 50 | 44 | 56 | 50 | 44 | 56 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3558 | 1645 | 1913 | 3558 | 1645 | 1913 |
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 | 334092 | -17585 | -309354 | 102989 | -24054 | -117838 |
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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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