Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1374331.1004 | 1277759.5169 | 96571.5835 | 5058997.0814 | 3425388.8774 | 1633608.2039 |
Total P&L (%) | 1374.3311 | 1277.7595 | 96.5716 | 5058.9971 | 3425.3889 | 1633.6082 |
Avg Daily Profit (%) | 0.7583 | 0.705 | 0.0533 | 0.2178 | 0.1967 | 0.1575 |
Buy And Hold Return (%) | 576.5572 | 576.5572 | 576.5572 | 576.5572 | 576.5572 | 576.5572 |
Max Trade Drawdown | -110225 | -86865 | -50487 | -8114047 | -5700554 | -4456169 |
Profit Factor | 3.2849 | 4.3815 | 1.4319 | 1.1979 | 1.2209 | 1.1624 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 40.7643 | 35.8974 | 45.5696 | 40.7643 | 35.8974 | 45.5696 |
Ratio Avg Win / Avg Loss | 4.7733 | 7.824 | 1.7103 | 1.7407 | 2.1802 | 1.3884 |
Largest Winning Trade | 680712 | 680712 | 63627 | 5342697 | 5342697 | 1476416 |
Largest Losing Trade | -38650 | -38650 | -17060 | -1452830 | -1452830 | -1277811 |
Avg Bars in Trades | 21 | 29 | 13 | 21 | 29 | 13 |
Avg Bars in Winners | 36 | 55 | 20 | 36 | 55 | 20 |
Avg Bars in Losers | 11 | 14 | 7 | 11 | 14 | 7 |
Bars Traded | 3330 | 2286 | 1044 | 3330 | 2286 | 1044 |
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 | 441603 | -25417 | -313945 | 143130 | -31648 | -65854 |
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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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