Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2447499.8707 | 2310984.9485 | 136514.9222 | 7094069.5304 | -11255391.836 | 18349461.3664 |
Total P&L (%) | 2447.4999 | 2310.9849 | 136.5149 | 7094.0695 | -11255.3918 | 18349.4614 |
Avg Daily Profit (%) | 1.371 | 1.2945 | 0.0765 | 0.2398 | 0 | 0.2927 |
Buy And Hold Return (%) | 249.6504 | 249.6504 | 249.6504 | 249.6504 | 249.6504 | 249.6504 |
Max Trade Drawdown | -107728 | -108200 | -68260 | -27322820 | -26169663 | -6130627 |
Profit Factor | 4.369 | 6.4514 | 1.4512 | 1.0698 | 0.8275 | 1.5044 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 63 | 25 | 38 | 63 | 25 | 38 |
Losing Trades | 94 | 53 | 41 | 94 | 53 | 41 |
Profitability (%) | 40.1274 | 32.0513 | 48.1013 | 40.1274 | 32.0513 | 48.1013 |
Ratio Avg Win / Avg Loss | 6.5188 | 13.6771 | 1.5658 | 1.5962 | 1.7543 | 1.6232 |
Largest Winning Trade | 1259512 | 1259512 | 55591 | 9291014 | 9291014 | 8231798 |
Largest Losing Trade | -50781 | -32871 | -50781 | -7543866 | -7543866 | -4428201 |
Avg Bars in Trades | 65 | 70 | 60 | 65 | 70 | 60 |
Avg Bars in Winners | 109 | 126 | 98 | 109 | 126 | 98 |
Avg Bars in Losers | 35 | 43 | 25 | 35 | 43 | 25 |
Bars Traded | 10271 | 5460 | 4811 | 10271 | 5460 | 4811 |
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 | 647175 | -19314 | -282199 | -137263 | -619438 | -16422 |
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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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