Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2411490.7828 | 2326336.6944 | 85154.0885 | 2896440.9139 | 2736340.6003 | 160100.3136 |
Total P&L (%) | 2411.4908 | 2326.3367 | 85.1541 | 2896.4409 | 2736.3406 | 160.1003 |
Avg Daily Profit (%) | 1.0882 | 1.0498 | 0.0384 | 0.1535 | 0.1511 | 0.0431 |
Buy And Hold Return (%) | 121.6632 | 121.6632 | 121.6632 | 121.6632 | 121.6632 | 121.6632 |
Max Trade Drawdown | -99371 | -74539 | -81315 | -5519991 | -4097155 | -2506192 |
Profit Factor | 3.7574 | 6.2317 | 1.1981 | 1.1139 | 1.2025 | 1.0134 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Profitability (%) | 30.7229 | 30.1205 | 31.3253 | 30.7229 | 30.1205 | 31.3253 |
Ratio Avg Win / Avg Loss | 8.4725 | 14.4575 | 2.6266 | 2.5118 | 2.7898 | 2.2218 |
Largest Winning Trade | 2144900 | 2144900 | 54118 | 3054191 | 3054191 | 2990550 |
Largest Losing Trade | -30610 | -22577 | -30610 | -1301532 | -1239933 | -1301532 |
Avg Bars in Trades | 51 | 55 | 47 | 51 | 55 | 47 |
Avg Bars in Winners | 115 | 123 | 108 | 115 | 123 | 108 |
Avg Bars in Losers | 22 | 25 | 20 | 22 | 25 | 20 |
Bars Traded | 8528 | 4565 | 3963 | 8528 | 4565 | 3963 |
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 | 492221 | 498535 | -316472 | -93101 | 5606 | -414996 |
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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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