Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2168352.1527 | 2080049.5293 | 88302.6234 | 3179771.7195 | 1353290.6896 | 1826481.0299 |
Total P&L (%) | 2168.3522 | 2080.0495 | 88.3026 | 3179.7717 | 1353.2907 | 1826.481 |
Avg Daily Profit (%) | 1.2061 | 1.157 | 0.0491 | 0.1943 | 0.149 | 0.1647 |
Buy And Hold Return (%) | 330.0834 | 330.0834 | 330.0834 | 330.0834 | 330.0834 | 330.0834 |
Max Trade Drawdown | -89920 | -102236 | -67083 | -7497763 | -8882811 | -4787024 |
Profit Factor | 4.3122 | 7.556 | 1.2617 | 1.0789 | 1.0681 | 1.0894 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 43.0657 | 40.5797 | 45.5882 | 43.0657 | 40.5797 | 45.5882 |
Ratio Avg Win / Avg Loss | 5.7008 | 11.0642 | 1.5059 | 1.4263 | 1.564 | 1.3002 |
Largest Winning Trade | 1070053 | 1070053 | 66500 | 7980874 | 7980874 | 3647887 |
Largest Losing Trade | -53222 | -29916 | -53222 | -4787024 | -1792138 | -4787024 |
Avg Bars in Trades | 50 | 40 | 60 | 50 | 40 | 60 |
Avg Bars in Winners | 86 | 66 | 103 | 86 | 66 | 103 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 6894 | 2798 | 4096 | 6894 | 2798 | 4096 |
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 | 654766 | -84083 | -403306 | -128080 | -245976 | -226624 |
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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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