Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1320429.4568 | 1209444.5859 | 110984.8708 | 4051563.0939 | 1975705.8752 | 2075857.2187 |
Total P&L (%) | 1320.4295 | 1209.4446 | 110.9849 | 4051.5631 | 1975.7059 | 2075.8572 |
Avg Daily Profit (%) | 0.5973 | 0.5471 | 0.0502 | 0.1687 | 0.1373 | 0.1394 |
Buy And Hold Return (%) | 420.4761 | 420.4761 | 420.4761 | 420.4761 | 420.4761 | 420.4761 |
Max Trade Drawdown | -142160 | -106353 | -108676 | -15576935 | -13130632 | -3866434 |
Profit Factor | 2.3894 | 3.4767 | 1.2402 | 1.0809 | 1.0699 | 1.0952 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Losing Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Profitability (%) | 40.4494 | 42.6966 | 38.2022 | 40.4494 | 42.6966 | 38.2022 |
Ratio Avg Win / Avg Loss | 3.5178 | 4.6661 | 2.0062 | 1.5914 | 1.436 | 1.7716 |
Largest Winning Trade | 907674 | 907674 | 48027 | 5381895 | 5381895 | 3431760 |
Largest Losing Trade | -30563 | -26921 | -30563 | -2872456 | -2872456 | -2348176 |
Avg Bars in Trades | 48 | 53 | 43 | 48 | 53 | 43 |
Avg Bars in Winners | 74 | 79 | 69 | 74 | 79 | 69 |
Avg Bars in Losers | 30 | 33 | 27 | 30 | 33 | 27 |
Bars Traded | 8577 | 4718 | 3859 | 8577 | 4718 | 3859 |
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 | 367804 | 405961 | -295722 | -125392 | -157696 | -127500 |
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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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