Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1593652.9357 | 1524875.3746 | 68777.5611 | 4602514.6761 | 3643870.3174 | 958644.3587 |
Total P&L (%) | 1593.6529 | 1524.8754 | 68.7776 | 4602.5147 | 3643.8703 | 958.6444 |
Avg Daily Profit (%) | 0.8725 | 0.8349 | 0.0377 | 0.211 | 0.1985 | 0.1293 |
Buy And Hold Return (%) | 650.4883 | 650.4883 | 650.4883 | 650.4883 | 650.4883 | 650.4883 |
Max Trade Drawdown | -137651 | -87917 | -79016 | -5878434 | -4159853 | -4056836 |
Profit Factor | 2.964 | 4.8782 | 1.1645 | 1.1878 | 1.2912 | 1.08 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Profitability (%) | 30 | 28.8889 | 31.1111 | 30 | 28.8889 | 31.1111 |
Ratio Avg Win / Avg Loss | 6.9161 | 12.0079 | 2.5784 | 2.7716 | 3.1782 | 2.3914 |
Largest Winning Trade | 967260 | 967260 | 77406 | 4669279 | 4669279 | 2752134 |
Largest Losing Trade | -26616 | -23822 | -26616 | -1469182 | -1148966 | -1469182 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 47 | 44 | 51 | 47 | 44 | 51 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 3581 | 1630 | 1951 | 3581 | 1630 | 1951 |
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 | 303944 | 129486 | -354277 | -11208 | -4476 | -177247 |
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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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