Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1619250.6315 | 1506650.8366 | 112599.7949 | 11304280.5083 | 10785925.1282 | 518355.3802 |
Total P&L (%) | 1619.2506 | 1506.6508 | 112.5998 | 11304.2805 | 10785.9251 | 518.3554 |
Avg Daily Profit (%) | 0.8875 | 0.8258 | 0.0617 | 0.2599 | 0.2574 | 0.0999 |
Buy And Hold Return (%) | 720.438 | 720.438 | 720.438 | 720.438 | 720.438 | 720.438 |
Max Trade Drawdown | -97869 | -56491 | -57824 | -19127569 | -10399662 | -13204012 |
Profit Factor | 3.3151 | 5.5663 | 1.3047 | 1.1778 | 1.3658 | 1.0152 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 35.5072 | 31.8841 | 39.1304 | 35.5072 | 31.8841 | 39.1304 |
Ratio Avg Win / Avg Loss | 6.0213 | 11.8917 | 2.0296 | 2.1393 | 2.9178 | 1.5792 |
Largest Winning Trade | 927328 | 927328 | 77406 | 10689361 | 10689361 | 5468449 |
Largest Losing Trade | -26616 | -23822 | -26616 | -4239399 | -2623538 | -4239399 |
Avg Bars in Trades | 25 | 23 | 28 | 25 | 23 | 28 |
Avg Bars in Winners | 53 | 52 | 54 | 53 | 52 | 54 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 3582 | 1638 | 1944 | 3582 | 1638 | 1944 |
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 | 336558 | -93607 | -380980 | -20281 | -98600 | -533556 |
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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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